V-Lab
V-Lab
Invesco DB Energy Fund Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:19.38% (-0.54%)

Analysis last updated: Tuesday, May 7, 2024 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco DB Energy Fund AMEM
paramt-stat
ω0.025618.50
α0.093122.41
β0.8698317.80
γ0.06389.52
Estimation Period:
Jan 5, 2007 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts