Invesco DB Gold Fund MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, March 6th, 2023):
1 Day
4.29%
1 Week
4.48%
1 Month
6.48%
Analysis last updated: Friday, March 3, 2023 at 11:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.5023 | 56.72 | |
| 0.1076 | 44.26 | |
| 0.4754 | 33.14 |
Estimation Period:
Jan 5, 2007 to Mar 3, 2023
Jan 5, 2007 to Mar 3, 2023
Other Invesco DB Gold Fund Analyses
Other MF2-GARCH Analyses on ETFs