Invesco DB Precious Metals Fund MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, May 1st, 2026
1 Day
78.00%
increased by 53.48%
1 Week
93.26%
increased by 68.74%
1 Month
280.57%
increased by 256.05%
Analysis last updated: Friday, May 1, 2026 at 02:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.2340 | 27.93 | |
| 0.2383 | 29.19 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 5, 2007 to Apr 24, 2026
Jan 5, 2007 to Apr 24, 2026
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