Invesco DB Precious Metals Fund GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
29.50%
increased by 5.82%
1 Week
29.39%
increased by 5.71%
1 Month
28.93%
increased by 5.25%
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 | |
|---|---|---|
| 0.0174 | 13.69 | |
| 0.0633 | 17.94 | |
| 0.9276 | 271.39 |
Estimation Period:
Jan 5, 2007 to Jun 5, 2026
Jan 5, 2007 to Jun 5, 2026
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