V-Lab
Invesco DB Agriculture Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:28.71% (-0.04%)
Analysis last updated: Friday, May 3, 2024 at 10:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 14.83 | |
| 0.1217 | 33.02 | |
| 0.8771 | 255.05 | |
| -0.0370 | -3.66 | |
| 1.4229 | 16.47 |
Estimation Period:
Jan 5, 2007 to May 3, 2024
Jan 5, 2007 to May 3, 2024
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