Invesco DB Precious Metals Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:21.57% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 12.63 | |
| 0.0693 | 15.50 | |
| 0.9297 | 237.66 | |
| -0.0182 | -2.39 |
Estimation Period:
Jan 5, 2007 to Dec 5, 2025
Jan 5, 2007 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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