Invesco DB Silver Fund EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, March 6th, 2023):
1 Day
25.62%
1 Week
26.02%
1 Month
27.55%
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 | |
|---|---|---|
| 0.0310 | 12.77 | |
| 0.1558 | 17.35 | |
| 0.9840 | 687.64 | |
| -0.0030 | -0.50 |
Estimation Period:
Jan 5, 2007 to Mar 3, 2023
Jan 5, 2007 to Mar 3, 2023
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