V-Lab
V-Lab

Invesco DB Precious Metals Fund MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:20.56% (-0.67%)

Analysis last updated: Wednesday, May 1, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco DB Precious Metals Fund MEM
paramt-stat
ω0.00445.97
α0.077726.57
β0.9223393.15
Estimation Period:
Jan 5, 2007 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts