Invesco DB Silver Fund MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, March 6th, 2023):
1 Day
27.69%
1 Week
28.47%
1 Month
28.72%
Analysis last updated: Friday, March 3, 2023 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0652 | 13.45 | |
| 0.8197 | 59.26 | |
| 0.0026 | 0.31 | |
| 0.5952 | 0.96 | |
| 0.8555 | 1.16 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 5, 2007 to Mar 3, 2023
Jan 5, 2007 to Mar 3, 2023
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