V-Lab
Invesco DB Oil Fund Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:23.18% (+3.47%)
Analysis last updated: Wednesday, May 1, 2024 at 10:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 12.86 | |
| 0.1027 | 24.37 | |
| 0.8816 | 340.37 | |
| 0.0315 | 5.58 |
Estimation Period:
Jan 5, 2007 to Apr 26, 2024
Jan 5, 2007 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other Invesco DB Oil Fund Analyses