Invesco DB Oil Fund MEM Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:78.22% (-4.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 6.53 | |
| 0.1325 | 39.73 | |
| 0.8675 | 323.92 |
Estimation Period:
Jan 5, 2007 to Mar 13, 2026
Jan 5, 2007 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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