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

V-Lab

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V-Lab

Invesco DB Oil Fund Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:23.21% (-1.08%)

Analysis last updated: Thursday, May 2, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0172	20.73
$α$	0.1333	38.50
$β$	0.8667	234.82
$γ$	0.1394	12.65
$δ$	0.6653	12.87

Estimation Period:
Jan 5, 2007 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts