Invesco DB Base Metals Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.58% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 12.42 | |
| 0.0467 | 10.93 | |
| 0.9440 | 387.68 | |
| 0.0043 | 0.76 |
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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