Invesco DB Precious Metals Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:28.08% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 12.47 | |
| 0.0692 | 15.55 | |
| 0.9304 | 239.42 | |
| -0.0186 | -2.44 |
Estimation Period:
Jan 5, 2007 to Nov 7, 2025
Jan 5, 2007 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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