Invesco DB Precious Metals Fund Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
28.69%
decreased by 0.98%
1 Week
28.74%
decreased by 0.93%
1 Month
28.90%
decreased by 0.77%
Analysis last updated: Tuesday, June 9, 2026 at 02:22 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0048 | 13.22 | |
| 0.0939 | 20.94 | |
| 0.9197 | 402.68 | |
| -0.0272 | -4.48 |
Estimation Period:
Jan 5, 2007 to Jun 5, 2026
Jan 5, 2007 to Jun 5, 2026
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