V-Lab
Invesco DB Precious Metals Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:16.06% (-0.38%)
Analysis last updated: Tuesday, November 5, 2024 at 11:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0151 | 11.77 | |
| 0.0630 | 14.92 | |
| 0.9350 | 239.13 | |
| -0.0141 | -1.82 |
Estimation Period:
Jan 5, 2007 to Nov 1, 2024
Jan 5, 2007 to Nov 1, 2024
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