Invesco DB Precious Metals Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:52.60% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8654 | 4.37 | |
| 0.0445 | 38.17 | |
| 0.9946 | 835.79 | |
| 5.6250 | 7.07 |
Estimation Period:
Jan 5, 2007 to Feb 13, 2026
Jan 5, 2007 to Feb 13, 2026
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