V-Lab
Invesco DB Commodity Index Tracking Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:14.30% (-0.64%)
Analysis last updated: Friday, April 26, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 19.21 | |
| 0.1465 | 38.77 | |
| 0.8468 | 216.79 | |
| 0.0706 | 8.19 | |
| 0.7650 | 15.25 |
Estimation Period:
Feb 3, 2006 to Apr 26, 2024
Feb 3, 2006 to Apr 26, 2024
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