Invesco DB Precious Metals Fund EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
30.48%
decreased by 1.88%
1 Week
30.33%
decreased by 2.03%
1 Month
29.77%
decreased by 2.59%
Analysis last updated: Saturday, June 13, 2026 at 02:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 10.87 | |
| 0.1505 | 17.12 | |
| 0.9867 | 870.08 | |
| 0.0113 | 1.85 |
Estimation Period:
Jan 5, 2007 to Jun 12, 2026
Jan 5, 2007 to Jun 12, 2026
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