V-Lab
Invesco DB Precious Metals Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:16.82% (-0.45%)
Analysis last updated: Tuesday, November 5, 2024 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5718 | 4.18 | |
| 0.0394 | 34.19 | |
| 0.9940 | 682.24 | |
| 6 | 5.85 |
Estimation Period:
Jan 5, 2007 to Nov 1, 2024
Jan 5, 2007 to Nov 1, 2024
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