Invesco DB Precious Metals Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:27.03% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3116 | 7.89 | |
| 0.0602 | 4.10 | |
| 0.9246 | 55.73 | |
| 0.0018 | 2.87 |
Estimation Period:
Jan 5, 2007 to Nov 7, 2025
Jan 5, 2007 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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