V-Lab
Invesco DB Precious Metals Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:25.19% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3133 | 7.86 | |
| 0.0556 | 3.85 | |
| 0.9301 | 56.29 | |
| 0.0020 | 2.95 |
Estimation Period:
Jan 5, 2007 to May 2, 2025
Jan 5, 2007 to May 2, 2025
News Impact Curve
Volatility Forecasts
Other Invesco DB Precious Metals Fund Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs