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POWERSHARES DB COM INDX TRCKNG APARCH VOLATILITY GRAPH
?
Volatility Prediction for Thursday, May 23:
13.95% (-0.14)
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VIX
PowerShares DB Com indx Trckng
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Date Range:
from
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Window:
3m
·
6m
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1y
·
2y
·
5y
·
all
Volatility Summary Table
Closing Price (USD)
:
$26.08
Return
:
-0.46%
1 Week Pred
:
14.07%
Avg Week Vol
:
14.07%
Avg Month Vol
:
15.41%
1 Month Pred
:
14.52%
Min Vol
:
9.18%
Max Vol
:
52.22%
6 Months Pred
:
16.87%
Avg Vol
:
22.38%
Vol of Vol
:
20.64%
1 Year Pred
:
18.55%
Models
Assets
Analysis on PowerShares DB Com indx Trckng
Asy. MEM
- High-Low Range Series
Asy. Power MEM
- High-Low Range Series
MEM
- High-Low Range Series
AGARCH
- 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
APARCH analysis on Commodities
Gold Spot
iShares S&P Global Energy
iShares S&P GSCI Commodity-Indexed Trust
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
APARCH