V-Lab: Invesco DB Energy Fund Asy. MEM Volatility Analysis

V-Lab

Invesco DB Energy Fund Asy. MEM Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:21.16% (+1.53%)

Analysis last updated: Saturday, June 14, 2025 at 02:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0293	19.01
$α$	0.0952	23.27
$β$	0.8616	299.06
$γ$	0.0724	10.03

Estimation Period:
Jan 5, 2007 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts