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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0165	12.36***
α ARCH Response to squared shocks	0.0637	15.77***
β GARCH Volatility persistence	0.9284	246.38***
γ leverage Additional response to negative shocks	-0.1042	-5.21***
δ power Transformation power	1.9567	21.50***

V-Lab

Invesco DB Precious Metals Fund APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Precious Metals Fund Analyses