Invesco DB Base Metals Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.55% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 12.59 | |
| 0.0489 | 23.69 | |
| 0.9441 | 414.79 |
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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