Invesco DB Precious Metals Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
31.21%
decreased by 1.17%
1 Week
30.96%
decreased by 1.42%
1 Month
30.02%
decreased by 2.36%
Analysis last updated: Tuesday, June 16, 2026 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3019 | 6.85 | |
| 0.0639 | 4.49 | |
| 0.9237 | 62.83 | |
| 0.0016 | 2.32 |
Estimation Period:
Jan 5, 2007 to Jun 12, 2026
Jan 5, 2007 to Jun 12, 2026
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