V-Lab
V-Lab
Invesco DB Commodity Index Tracking Fund Asy. MEM Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:14.20% (+1.07%)
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 Commodity Index Tracking Fund AMEM
paramt-stat
ω0.018719.22
α0.126722.66
β0.8476247.32
γ0.02823.42
Estimation Period:
Feb 3, 2006 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts