Invesco DB Precious Metals Fund MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
31.42%
decreased by 1.20%
1 Week
31.24%
decreased by 1.38%
1 Month
30.61%
decreased by 2.01%
Analysis last updated: Tuesday, June 16, 2026 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0789 | 19.30 | |
| 0.9119 | 176.09 | |
| -0.0231 | -5.16 | |
| 0.0073 | 6.77 | |
| 0.0214 | 7.33 | |
| 0.9745 | 273.73 |
Estimation Period:
Jan 5, 2007 to Jun 12, 2026
Jan 5, 2007 to Jun 12, 2026
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