V-Lab
V-Lab
Invesco DB Precious Metals Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:18.65% (-0.01%)
Analysis last updated: Monday, June 30, 2025 at 09:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco DB Precious Metals Fund GJR-GARCH
paramt-stat
ω0.015712.12
α0.063315.60
β0.9342245.91
γ-0.0135-1.83
Estimation Period:
Jan 5, 2007 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts