Invesco DB Base Metals Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.71% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0572 | 12.81 | |
| 0.8620 | 139.78 | |
| 0.0057 | 1.15 | |
| 0.1085 | 2.61 | |
| 0.4513 | 4.18 | |
| 0.4853 | 3.65 |
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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