V-Lab
V-Lab
Invesco DB Agriculture Fund MEM Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:12.64% (+0.01%)
Analysis last updated: Friday, June 13, 2025 at 10:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco DB Agriculture Fund MEM
paramt-stat
ω0.00645.90
α0.113434.76
β0.8810314.75
Estimation Period:
Jan 5, 2007 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts