Invesco DB Commodity Index Tracking Fund MEM Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:18.70% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 6.29 | |
| 0.1526 | 32.95 | |
| 0.8353 | 238.72 |
Estimation Period:
Feb 3, 2006 to Feb 20, 2026
Feb 3, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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