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 Tuesday, May 26th, 2026
1 Day
9.95%
increased by 2.03%
1 Week
15.95%
increased by 8.03%
1 Month
52.97%
increased by 45.05%
Analysis last updated: Friday, May 22, 2026 at 10:14 PM 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 | |
| 1.2836 | 32.57 | |
| 0.2087 | 30.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 5, 2007 to May 22, 2026
Jan 5, 2007 to May 22, 2026
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