Invesco DB Gold Fund Zero Slope Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, March 6th, 2023):
1 Day
13.26%
1 Week
13.31%
1 Month
13.51%
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 | |
|---|---|---|
| 1.2704 | 8.17 | |
| 0.0491 | 3.31 | |
| 0.9362 | 53.67 | |
| 0.0024 | 2.98 |
Estimation Period:
Jan 5, 2007 to Mar 3, 2023
Jan 5, 2007 to Mar 3, 2023
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