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

V-Lab

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V-Lab

Invesco DB Energy Fund Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:20.94% (-1.69%)

Analysis last updated: Friday, May 3, 2024 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0248	22.10
$α$	0.1305	40.37
$β$	0.8641	260.10
$γ$	0.1934	16.81
$δ$	0.6381	16.91

Estimation Period:
Jan 5, 2007 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts