V-Lab
Invesco DB Agriculture Fund Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:26.71% (+0.99%)
Analysis last updated: Wednesday, May 1, 2024 at 10:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0058 | 15.92 | |
| 0.1206 | 26.89 | |
| 0.8845 | 311.65 | |
| -0.0190 | -2.81 |
Estimation Period:
Jan 5, 2007 to Apr 26, 2024
Jan 5, 2007 to Apr 26, 2024
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