Invesco DB Gold Fund MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 6.53 | |
| 0.0907 | 24.48 | |
| 0.8970 | 262.81 |
Estimation Period:
Jan 5, 2007 to Mar 3, 2023
Jan 5, 2007 to Mar 3, 2023
News Impact Curve
Volatility Forecasts
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