Invesco DB Precious Metals Fund GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
28.66%
increased by 0.34%
1 Week
28.56%
increased by 0.24%
1 Month
28.17%
decreased by 0.15%
Analysis last updated: Friday, May 1, 2026 at 02:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 13.05 | |
| 0.0790 | 13.54 | |
| 0.9262 | 240.45 | |
| -0.0282 | -3.24 |
Estimation Period:
Jan 5, 2007 to Apr 24, 2026
Jan 5, 2007 to Apr 24, 2026
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