Invesco DB Silver Fund Zero Slope Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, March 6th, 2023):
1 Day
25.22%
1 Week
25.35%
1 Month
25.79%
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 | |
|---|---|---|
| 1.2328 | 7.16 | |
| 0.0631 | 3.79 | |
| 0.9223 | 50.50 | |
| 0.0019 | 2.13 |
Estimation Period:
Jan 5, 2007 to Mar 3, 2023
Jan 5, 2007 to Mar 3, 2023
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