Invesco DB Commodity Index Tracking Fund MEM Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
19.50%
increased by 1.69%
1 Week
19.54%
increased by 1.73%
1 Month
19.68%
increased by 1.87%
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 | |
|---|---|---|
| 0.0207 | 6.30 | |
| 0.1545 | 33.04 | |
| 0.8338 | 242.09 |
Estimation Period:
Feb 3, 2006 to Jun 5, 2026
Feb 3, 2006 to Jun 5, 2026
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