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POWERSHARES DB COM INDX TRCKNG ASY. POWER MEM VOLATILITY GRAPH
?
Volatility Prediction for Tuesday, June 18:
8.57% (-0.90)
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PowerShares DB Com indx Trckng
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Date Range:
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Window:
3m
·
6m
·
1y
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2y
·
5y
·
all
Volatility Summary Table
Closing Price (USD)
:
$26.36
Return
:
0.23%
1 Week Pred
:
8.24%
Avg Week Vol
:
9.65%
Avg Month Vol
:
11.61%
1 Month Pred
:
7.4%
Min Vol
:
7.29%
Max Vol
:
69.11%
6 Months Pred
:
6.1%
Avg Vol
:
23.15%
Vol of Vol
:
22.93%
1 Year Pred
:
5.89%
Models
Assets
Analysis on PowerShares DB Com indx Trckng
Asy. MEM
- High-Low Range Series
MEM
- High-Low Range Series
AGARCH
- Return Series
APARCH
- Return Series
EGARCH
- Return Series
GARCH
- Return Series
GAS-GARCH Student T
- Return Series
GJR-GARCH
- Return Series
Spline-GARCH
- Return Series
Zero Slope Spline-GARCH
- Return Series
Asy. Power MEM analysis on Commodities
Gold Spot
PowerShares DB Agriculture
PowerShares DB Energy
PowerShares DB Gold
PowerShares DB Oil
PowerShares DB Precious Metals
PowerShares DB Silver
Silver Spot
SPDR S&P Metals & Mining
SPDR S&P Oil & Gas Exp. & Prod.
Documentation
Volatility Analysis
Asy. Power MEM