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 Wednesday, November 6th, 2024:28.13% (-0.79%)

Analysis last updated: Tuesday, November 5, 2024 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0175	20.71
$α$	0.1369	37.98
$β$	0.8599	199.80
$γ$	0.1388	12.97
$δ$	0.5000	7.53

Estimation Period:
Jan 5, 2007 to Nov 1, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts