V-Lab
Invesco DB Agriculture Fund Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:13.10% (-0.59%)
Analysis last updated: Tuesday, November 5, 2024 at 11:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0056 | 15.77 | |
| 0.1151 | 26.20 | |
| 0.8871 | 328.07 | |
| -0.0132 | -2.04 |
Estimation Period:
Jan 5, 2007 to Nov 1, 2024
Jan 5, 2007 to Nov 1, 2024
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