V-Lab
Invesco DB Commodity Index Tracking Fund Asy. MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:14.07% (-0.51%)
Analysis last updated: Friday, April 26, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 17.89 | |
| 0.1158 | 20.99 | |
| 0.8629 | 269.58 | |
| 0.0254 | 3.37 |
Estimation Period:
Feb 3, 2006 to Apr 26, 2024
Feb 3, 2006 to Apr 26, 2024
News Impact Curve
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