Invesco DB Precious Metals 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
29.10%
decreased by 1.06%
1 Week
29.14%
decreased by 1.02%
1 Month
29.32%
decreased by 0.84%
Analysis last updated: Tuesday, June 9, 2026 at 02:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0050 | 6.77 | |
| 0.0827 | 28.69 | |
| 0.9174 | 407.17 |
Estimation Period:
Jan 5, 2007 to Jun 5, 2026
Jan 5, 2007 to Jun 5, 2026
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