Invesco DB Precious Metals Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:21.91% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6176 | 4.18 | |
| 0.0412 | 34.16 | |
| 0.9937 | 634.11 | |
| 5.6866 | 5.63 |
Estimation Period:
Jan 5, 2007 to Dec 5, 2025
Jan 5, 2007 to Dec 5, 2025
Other Invesco DB Precious Metals Fund Analyses
Other GAS-GARCH Student T Analyses on ETFs