Invesco DB Precious Metals Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:20.13% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3081 | 8.03 | |
| 0.0606 | 4.11 | |
| 0.9235 | 55.22 | |
| 0.0018 | 2.95 |
Estimation Period:
Jan 5, 2007 to Dec 5, 2025
Jan 5, 2007 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other Invesco DB Precious Metals Fund Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs