Invesco DB Precious Metals Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.85% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 12.35 | |
| 0.0804 | 12.59 | |
| 0.9266 | 239.49 | |
| -0.0294 | -3.16 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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