V-Lab
V-Lab

Invesco DB Precious Metals Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:17.42% (-0.55%)

Analysis last updated: Thursday, May 2, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco DB Precious Metals Fund APMEM
paramt-stat
ω0.014014.74
α0.103625.88
β0.8964234.73
γ-0.0360-1.85
δ0.606510.78
Estimation Period:
Jan 5, 2007 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts