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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0164	12.86***
α ARCH Response to squared shocks	0.0763	13.72***
β GARCH Volatility persistence	0.9287	248.64***
γ leverage Additional response to negative shocks	-0.0262	-3.09***

V-Lab

Invesco DB Precious Metals Fund GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Precious Metals Fund Analyses