Invesco DB Agriculture Fund Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:9.36% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0068 | 16.99 | |
| 0.1225 | 27.45 | |
| 0.8770 | 319.96 | |
| -0.0112 | -1.70 |
Estimation Period:
Jan 5, 2007 to Jan 16, 2026
Jan 5, 2007 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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