Invesco DB Precious Metals Fund GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
31.89%
decreased by 1.14%
1 Week
31.78%
decreased by 1.25%
1 Month
31.37%
decreased by 1.66%
Analysis last updated: Saturday, May 2, 2026 at 02:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7747 | 4.22 | |
| 0.0444 | 36.22 | |
| 0.9940 | 702.99 | |
| 5.6739 | 6.35 |
Estimation Period:
Jan 5, 2007 to May 1, 2026
Jan 5, 2007 to May 1, 2026
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