Invesco DB Silver Fund GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Monday, March 6th, 2023):
1 Day
27.25%
1 Week
27.32%
1 Month
27.56%
Analysis last updated: Thursday, March 26, 2026 at 05:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1911 | 4.87 | |
| 0.0381 | 40.74 | |
| 0.9943 | 852.77 | |
| 4.1923 | 14.39 |
Estimation Period:
Jan 5, 2007 to Mar 3, 2023
Jan 5, 2007 to Mar 3, 2023
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