V-Lab
Invesco DB Precious Metals Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:18.41% (-0.46%)
Analysis last updated: Thursday, April 18, 2024 at 09:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 11.65 | |
| 0.0639 | 14.71 | |
| 0.9346 | 232.08 | |
| -0.0154 | -1.96 |
Estimation Period:
Jan 5, 2007 to Apr 12, 2024
Jan 5, 2007 to Apr 12, 2024
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