V-Lab
Invesco DB Oil Fund Asy. MEM Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:21.70% (-0.68%)
Analysis last updated: Friday, May 3, 2024 at 10:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 12.88 | |
| 0.1026 | 24.37 | |
| 0.8817 | 340.80 | |
| 0.0314 | 5.59 |
Estimation Period:
Jan 5, 2007 to May 3, 2024
Jan 5, 2007 to May 3, 2024
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