Invesco DB Base Metals Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.83% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5866 | 8.74 | |
| 0.0551 | 5.66 | |
| 0.9263 | 72.48 | |
| 0.0070 | 3.62 |
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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