V-Lab
V-Lab

Invesco DB Silver Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, March 6th, 2023:34.93% (+1.40%)

Analysis last updated: Friday, March 3, 2023 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco DB Silver Fund APMEM
paramt-stat
ω0.067719.79
α0.134724.45
β0.8592151.61
γ-0.1047-5.06
δ1.140225.76
Estimation Period:
Jan 5, 2007 to Mar 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts