V-Lab
Invesco DB Gold Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, March 6th, 2023:17.89% (+1.96%)
Analysis last updated: Friday, March 3, 2023 at 11:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 16.00 | |
| 0.1074 | 27.49 | |
| 0.8881 | 214.57 | |
| -0.0563 | -3.27 | |
| 1.1419 | 19.67 |
Estimation Period:
Jan 5, 2007 to Mar 3, 2023
Jan 5, 2007 to Mar 3, 2023
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