Invesco DB Commodity Index Tracking Fund Asy. MEM Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
19.59%
increased by 1.74%
1 Week
19.62%
increased by 1.77%
1 Month
19.75%
increased by 1.90%
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 | |
|---|---|---|
| 0.0208 | 20.79 | |
| 0.1506 | 22.57 | |
| 0.8341 | 228.78 | |
| 0.0066 | 0.72 |
Estimation Period:
Feb 3, 2006 to Jun 5, 2026
Feb 3, 2006 to Jun 5, 2026
Other Invesco DB Commodity Index Tracking Fund Analyses
Other Asy. MEM Analyses on ETFs