Invesco DB Oil Fund Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 13th, 2026
1 Day
51.16%
decreased by 2.38%
1 Week
51.19%
decreased by 2.35%
1 Month
51.32%
decreased by 2.22%
Analysis last updated: Friday, April 10, 2026 at 10:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0066 | 14.60 | |
| 0.1207 | 23.17 | |
| 0.8698 | 311.43 | |
| 0.0189 | 2.79 |
Estimation Period:
Jan 5, 2007 to Apr 10, 2026
Jan 5, 2007 to Apr 10, 2026
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