Invesco DB Precious Metals Fund EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
27.67%
increased by 4.02%
1 Week
27.60%
increased by 3.95%
1 Month
27.32%
increased by 3.67%
Analysis last updated: Friday, June 5, 2026 at 10:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 10.74 | |
| 0.1502 | 16.97 | |
| 0.9865 | 863.86 | |
| 0.0119 | 1.94 |
Estimation Period:
Jan 5, 2007 to Jun 5, 2026
Jan 5, 2007 to Jun 5, 2026
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