V-Lab
Invesco DB Precious Metals Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:17.44% (+0.04%)
Analysis last updated: Friday, May 3, 2024 at 10:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 14.77 | |
| 0.1040 | 25.95 | |
| 0.8960 | 234.31 | |
| -0.0353 | -1.82 | |
| 0.6081 | 10.80 |
Estimation Period:
Jan 5, 2007 to May 3, 2024
Jan 5, 2007 to May 3, 2024
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