V-Lab
V-Lab
Invesco DB Precious Metals Fund MEM Volatility Analysis
Volatility Prediction for Friday, July 18th, 2025:16.82% (-0.53%)
Analysis last updated: Thursday, July 17, 2025 at 09:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco DB Precious Metals Fund MEM
paramt-stat
ω0.00445.96
α0.076327.38
β0.9237412.73
Estimation Period:
Jan 5, 2007 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts