Invesco DB Silver Fund GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter 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
News Impact Curve
Volatility Forecasts
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