Invesco DB Gold Fund EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 9.69 | |
| 0.1248 | 13.45 | |
| 0.9884 | 811.48 | |
| 0.0026 | 0.39 |
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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