Invesco DB Precious Metals Fund MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
28.23%
increased by 5.25%
1 Week
28.15%
increased by 5.17%
1 Month
27.81%
increased by 4.83%
Analysis last updated: Friday, June 5, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0791 | 19.24 | |
| 0.9125 | 174.87 | |
| -0.0242 | -5.39 | |
| 0.0071 | 6.73 | |
| 0.0203 | 7.15 | |
| 0.9757 | 281.66 |
Estimation Period:
Jan 5, 2007 to Jun 5, 2026
Jan 5, 2007 to Jun 5, 2026
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