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V-Lab
V-Lab
Invesco DB Precious Metals Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:18.97% (-0.54%)
Analysis last updated: Saturday, December 6, 2025 at 12:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco DB Precious Metals Fund MF2-GARCH
paramt-stat
m86
α0.065617.20
β0.8871122.59
γ-0.0107-2.66
λ10.22774.88
λ20.84738.16
λ30.00000.00
Estimation Period:
Jan 5, 2007 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts