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

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Invesco DB Oil Fund Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:23.10% (-1.22%)

Analysis last updated: Friday, November 14, 2025 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0188	21.21
$α$	0.1465	37.73
$β$	0.8499	185.64
$γ$	0.1089	10.82
$δ$	0.5000	7.36

Estimation Period:
Jan 5, 2007 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts