Invesco DB Oil Fund 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
35.93%
decreased by 1.59%
1 Week
35.98%
decreased by 1.54%
1 Month
36.16%
decreased by 1.36%
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 | 6.61 | |
| 0.1314 | 41.49 | |
| 0.8686 | 335.77 |
Estimation Period:
Jan 5, 2007 to Jun 5, 2026
Jan 5, 2007 to Jun 5, 2026
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