Invesco DB Precious Metals Fund GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
27.21%
decreased by 0.78%
1 Week
27.13%
decreased by 0.86%
1 Month
26.83%
decreased by 1.16%
Analysis last updated: Friday, May 22, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 13.14 | |
| 0.0783 | 13.61 | |
| 0.9268 | 243.78 | |
| -0.0278 | -3.23 |
Estimation Period:
Jan 5, 2007 to May 22, 2026
Jan 5, 2007 to May 22, 2026
Other Invesco DB Precious Metals Fund Analyses
Other GJR-GARCH Analyses on ETFs