V-Lab: Invesco DB Energy Fund Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Invesco DB Energy Fund Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:19.46% (-0.75%)

Analysis last updated: Friday, April 26, 2024 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0248	22.05
$α$	0.1307	40.36
$β$	0.8639	259.67
$γ$	0.1931	16.79
$δ$	0.6401	16.94

Estimation Period:
Jan 5, 2007 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts