Invesco DB Base Metals Fund AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.12% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 15.79 | |
| 0.0609 | 28.03 | |
| 0.9282 | 403.91 | |
| 0.0653 | 1.86 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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