Invesco DB Precious Metals Fund GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
32.45%
decreased by 1.15%
1 Week
32.34%
decreased by 1.26%
1 Month
31.93%
decreased by 1.67%
Analysis last updated: Tuesday, June 16, 2026 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7960 | 4.26 | |
| 0.0439 | 37.35 | |
| 0.9943 | 744.79 | |
| 5.6728 | 6.55 |
Estimation Period:
Jan 5, 2007 to Jun 12, 2026
Jan 5, 2007 to Jun 12, 2026
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