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

V-Lab

Invesco DB Oil Fund Asy. MEM Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:27.72% (+2.43%)

Analysis last updated: Friday, June 13, 2025 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0062	13.70
$α$	0.1071	25.86
$β$	0.8754	334.64
$γ$	0.0349	6.09

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts