Invesco DB Oil Fund Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
35.68%
decreased by 1.62%
1 Week
35.72%
decreased by 1.58%
1 Month
35.91%
decreased by 1.39%
Analysis last updated: Monday, June 8, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0066 | 14.55 | |
| 0.1192 | 24.82 | |
| 0.8705 | 322.64 | |
| 0.0207 | 3.27 |
Estimation Period:
Jan 5, 2007 to Jun 5, 2026
Jan 5, 2007 to Jun 5, 2026
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