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Invesco DB Precious Metals Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:25.50% (-0.65%)
Analysis last updated: Thursday, November 13, 2025 at 10:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco DB Precious Metals Fund MF2-GARCH
paramt-stat
m86
α0.065717.25
β0.8884123.01
γ-0.0115-2.87
λ10.22824.90
λ20.84838.18
λ30.00000.00
Estimation Period:
Jan 5, 2007 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts