Invesco DB Precious Metals Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:26.86% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6377 | 4.21 | |
| 0.0412 | 34.66 | |
| 0.9938 | 659.46 | |
| 5.6767 | 5.79 |
Estimation Period:
Jan 5, 2007 to Nov 7, 2025
Jan 5, 2007 to Nov 7, 2025
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