V-Lab
Invesco DB Precious Metals Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:15.32% (-0.39%)
Analysis last updated: Tuesday, November 5, 2024 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3257 | 8.08 | |
| 0.0549 | 3.67 | |
| 0.9300 | 53.94 | |
| 0.0023 | 3.32 |
Estimation Period:
Jan 5, 2007 to Nov 1, 2024
Jan 5, 2007 to Nov 1, 2024
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