Invesco DB Silver Fund Asy. MEM Volatility Analysis
Inactive
Last recorded values (Monday, March 6th, 2023):
1 Day
33.25%
1 Week
33.47%
1 Month
34.29%
Analysis last updated: Friday, March 3, 2023 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0590 | 16.86 | |
| 0.1445 | 16.53 | |
| 0.8693 | 227.10 | |
| -0.0414 | -3.48 |
Estimation Period:
Jan 5, 2007 to Mar 3, 2023
Jan 5, 2007 to Mar 3, 2023
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