Invesco DB G10 Currency Harvest Fund MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 12.77 | |
| 0.4002 | 23.85 | |
| 0.5998 | 58.88 |
Estimation Period:
Sep 20, 2006 to Mar 3, 2023
Sep 20, 2006 to Mar 3, 2023
News Impact Curve
Volatility Forecasts
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