Invesco DB Base Metals Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.31% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3806 | 7.76 | |
| 0.0538 | 5.78 | |
| 0.9326 | 82.82 | |
| 0.0024 | 2.97 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco DB Base Metals Fund Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs