Invesco DB Gold Fund Asy. MEM Volatility Analysis
Inactive
Last recorded values (Monday, March 6th, 2023):
1 Day
17.77%
1 Week
17.78%
1 Month
17.83%
Analysis last updated: Friday, March 3, 2023 at 11:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 15.48 | |
| 0.0985 | 21.41 | |
| 0.8984 | 269.94 | |
| -0.0165 | -2.34 |
Estimation Period:
Jan 5, 2007 to Mar 3, 2023
Jan 5, 2007 to Mar 3, 2023
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