Invesco DB Silver Fund GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, March 6th, 2023):
1 Day
25.62%
1 Week
25.85%
1 Month
26.67%
Analysis last updated: Friday, March 3, 2023 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0523 | 12.38 | |
| 0.0710 | 11.52 | |
| 0.9233 | 215.22 | |
| -0.0107 | -1.22 |
Estimation Period:
Jan 5, 2007 to Mar 3, 2023
Jan 5, 2007 to Mar 3, 2023
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