Invesco DB Precious Metals Fund Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
30.80%
increased by 5.44%
1 Week
30.79%
increased by 5.43%
1 Month
30.75%
increased by 5.39%
Analysis last updated: Friday, June 5, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1514 | 7.44 | |
| 0.0622 | 4.17 | |
| 0.9176 | 53.44 | |
| -0.0084 | -1.31 | |
| 0.0323 | 2.54 |
Estimation Period:
Jan 5, 2007 to Jun 5, 2026
Jan 5, 2007 to Jun 5, 2026
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