Invesco DB Base Metals Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.17% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4003 | 5.70 | |
| 0.0473 | 28.55 | |
| 0.9954 | 1,077.23 | |
| 10.9788 | 2.93 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
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