Invesco DB Agriculture Fund Asy. MEM Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
9.85%
decreased by 0.10%
1 Week
9.96%
increased by 0.01%
1 Month
10.38%
increased by 0.43%
Analysis last updated: Monday, April 20, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 17.21 | |
| 0.1216 | 27.46 | |
| 0.8774 | 322.56 | |
| -0.0104 | -1.59 |
Estimation Period:
Jan 5, 2007 to Apr 17, 2026
Jan 5, 2007 to Apr 17, 2026
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