Invesco DB Precious Metals Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:49.85% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8531 | 4.35 | |
| 0.0443 | 37.93 | |
| 0.9946 | 825.36 | |
| 5.6053 | 7.05 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
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