V-Lab
Invesco DB Precious Metals Fund MEM Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:16.18% (-0.36%)
Analysis last updated: Monday, November 4, 2024 at 10:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0044 | 5.99 | |
| 0.0776 | 27.00 | |
| 0.9224 | 399.65 |
Estimation Period:
Jan 5, 2007 to Nov 1, 2024
Jan 5, 2007 to Nov 1, 2024
News Impact Curve
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