V-Lab
Invesco DB Precious Metals Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:22.41% (+2.34%)
Analysis last updated: Monday, December 23, 2024 at 10:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5896 | 4.19 | |
| 0.0391 | 34.41 | |
| 0.9942 | 704.58 | |
| 6 | 5.93 |
Estimation Period:
Jan 5, 2007 to Dec 20, 2024
Jan 5, 2007 to Dec 20, 2024
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