Invesco DB Precious Metals Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:28.02% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1875 | 7.56 | |
| 0.0585 | 3.89 | |
| 0.9215 | 50.82 | |
| -0.0078 | -1.18 | |
| 0.0272 | 2.24 |
Estimation Period:
Jan 5, 2007 to Nov 7, 2025
Jan 5, 2007 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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