V-Lab
Invesco DB Energy Fund Asy. MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:18.39% (-0.58%)
Analysis last updated: Friday, April 26, 2024 at 10:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 18.46 | |
| 0.0931 | 22.39 | |
| 0.8697 | 317.30 | |
| 0.0640 | 9.55 |
Estimation Period:
Jan 5, 2007 to Apr 26, 2024
Jan 5, 2007 to Apr 26, 2024
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