V-Lab
Invesco DB Precious Metals Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:24.49% (+5.87%)
Analysis last updated: Monday, December 23, 2024 at 10:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3201 | 7.97 | |
| 0.0546 | 3.70 | |
| 0.9308 | 54.91 | |
| 0.0022 | 3.17 |
Estimation Period:
Jan 5, 2007 to Dec 20, 2024
Jan 5, 2007 to Dec 20, 2024
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