V-Lab
Invesco DB Precious Metals Fund Asy. MEM Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:19.84% (-0.59%)
Analysis last updated: Thursday, May 2, 2024 at 10:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 12.47 | |
| 0.0864 | 20.06 | |
| 0.9238 | 391.94 | |
| -0.0203 | -3.28 |
Estimation Period:
Jan 5, 2007 to Apr 26, 2024
Jan 5, 2007 to Apr 26, 2024
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