V-Lab
Invesco DB Agriculture Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:25.56% (-0.75%)
Analysis last updated: Tuesday, April 30, 2024 at 09:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 14.93 | |
| 0.1201 | 32.75 | |
| 0.8784 | 256.17 | |
| -0.0387 | -3.78 | |
| 1.4219 | 16.49 |
Estimation Period:
Jan 5, 2007 to Apr 26, 2024
Jan 5, 2007 to Apr 26, 2024
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