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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7889	4.32***
α ARCH Response to squared shocks	0.0438	37.61***
β GARCH Volatility persistence	0.9944	753.30***
ν DF Student-t tail thickness	5.7935	6.39***

V-Lab

Invesco DB Precious Metals Fund GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Precious Metals Fund Analyses