Invesco DB Gold Fund GARCH Volatility Analysis
Inactive
Last recorded values (Monday, March 6th, 2023):
1 Day
13.77%
1 Week
13.86%
1 Month
14.20%
Analysis last updated: Friday, March 3, 2023 at 11:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 11.38 | |
| 0.0493 | 13.95 | |
| 0.9409 | 251.37 |
Estimation Period:
Jan 5, 2007 to Mar 3, 2023
Jan 5, 2007 to Mar 3, 2023
Other Invesco DB Gold Fund Analyses
Other GARCH Analyses on ETFs