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

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V-Lab

Invesco DB Oil Fund Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:22.74% (-0.48%)

Analysis last updated: Friday, May 3, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0172	20.74
$α$	0.1332	38.53
$β$	0.8668	235.23
$γ$	0.1398	12.68
$δ$	0.6647	12.87

Estimation Period:
Jan 5, 2007 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts