Invesco DB Precious Metals Fund MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 13th, 2026
1 Day
42.13%
decreased by 1.57%
1 Week
42.16%
decreased by 1.54%
1 Month
42.27%
decreased by 1.43%
Analysis last updated: Friday, April 10, 2026 at 10:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0049 | 6.69 | |
| 0.0817 | 28.33 | |
| 0.9183 | 397.35 |
Estimation Period:
Jan 5, 2007 to Apr 10, 2026
Jan 5, 2007 to Apr 10, 2026
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