Invesco DB Oil Fund Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:22.30% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 14.12 | |
| 0.1130 | 26.12 | |
| 0.8734 | 332.97 | |
| 0.0273 | 4.74 |
Estimation Period:
Jan 5, 2007 to Nov 7, 2025
Jan 5, 2007 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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