Invesco DB Agriculture Fund Asy. MEM Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
13.13%
decreased by 0.30%
1 Week
13.18%
decreased by 0.25%
1 Month
13.37%
decreased by 0.06%
Analysis last updated: Tuesday, June 9, 2026 at 09:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 17.31 | |
| 0.1212 | 27.54 | |
| 0.8777 | 324.72 | |
| -0.0104 | -1.60 |
Estimation Period:
Jan 5, 2007 to Jun 5, 2026
Jan 5, 2007 to Jun 5, 2026
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