Invesco DB Precious Metals Fund GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
29.45%
increased by 2.96%
1 Week
29.36%
increased by 2.87%
1 Month
29.04%
increased by 2.55%
Analysis last updated: Friday, June 5, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7714 | 4.21 | |
| 0.0441 | 36.64 | |
| 0.9941 | 703.52 | |
| 5.6656 | 6.38 |
Estimation Period:
Jan 5, 2007 to Jun 5, 2026
Jan 5, 2007 to Jun 5, 2026
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