Invesco DB Commodity Index Tracking Fund Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
18.00%
decreased by 1.11%
1 Week
16.93%
decreased by 2.18%
1 Month
13.98%
decreased by 5.13%
Analysis last updated: Friday, May 15, 2026 at 10:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0251 | 19.41 | |
| 0.1813 | 39.43 | |
| 0.8090 | 174.32 | |
| 0.0252 | 3.00 | |
| 0.7272 | 9.47 |
Estimation Period:
Feb 3, 2006 to May 15, 2026
Feb 3, 2006 to May 15, 2026
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