Invesco DB Precious Metals Fund AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
25.45%
increased by 2.35%
1 Week
25.37%
increased by 2.27%
1 Month
25.05%
increased by 1.95%
Analysis last updated: Friday, June 5, 2026 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 12.20 | |
| 0.0641 | 18.34 | |
| 0.9255 | 274.54 | |
| -0.1563 | -5.53 |
Estimation Period:
Jan 5, 2007 to Jun 5, 2026
Jan 5, 2007 to Jun 5, 2026
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