V-Lab
Invesco DB Commodity Index Tracking Fund MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:14.33% (-0.50%)
Analysis last updated: Friday, April 26, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0145 | 5.74 | |
| 0.1315 | 33.20 | |
| 0.8605 | 284.38 |
Estimation Period:
Feb 3, 2006 to Apr 26, 2024
Feb 3, 2006 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
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