Invesco DB Precious Metals Fund GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
31.17%
decreased by 1.07%
1 Week
31.05%
decreased by 1.19%
1 Month
30.58%
decreased by 1.66%
Analysis last updated: Tuesday, June 16, 2026 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 12.93 | |
| 0.0768 | 13.58 | |
| 0.9282 | 248.91 | |
| -0.0264 | -3.10 |
Estimation Period:
Jan 5, 2007 to Jun 12, 2026
Jan 5, 2007 to Jun 12, 2026
Other Invesco DB Precious Metals Fund Analyses
Other GJR-GARCH Analyses on ETFs