V-Lab
Invesco DB Commodity Index Tracking Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:13.99% (-1.23%)
Analysis last updated: Friday, May 3, 2024 at 10:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 19.21 | |
| 0.1463 | 38.75 | |
| 0.8470 | 217.07 | |
| 0.0709 | 8.21 | |
| 0.7648 | 15.26 |
Estimation Period:
Feb 3, 2006 to May 3, 2024
Feb 3, 2006 to May 3, 2024
News Impact Curve
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