V-Lab
Invesco DB Precious Metals Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:24.15% (+5.14%)
Analysis last updated: Monday, December 23, 2024 at 10:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 11.76 | |
| 0.0630 | 14.96 | |
| 0.9355 | 241.48 | |
| -0.0147 | -1.92 |
Estimation Period:
Jan 5, 2007 to Dec 20, 2024
Jan 5, 2007 to Dec 20, 2024
News Impact Curve
Volatility Forecasts
Other Invesco DB Precious Metals Fund Analyses