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SILVER SPOT ZERO SLOPE SPLINE-GARCH VOLATILITY GRAPH
?
Volatility Prediction for Friday, May 24:
35.16% (-0.64)
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Date Range:
from
to
Window:
3m
·
6m
·
1y
·
2y
·
5y
·
all
Volatility Summary Table
Closing Price (USD)
:
$22.61
Return
:
1.41%
1 Week Pred
:
35.2%
Avg Week Vol
:
36.21%
Avg Month Vol
:
38.11%
1 Month Pred
:
35.32%
Min Vol
:
10.25%
Max Vol
:
101.56%
6 Months Pred
:
35.85%
Avg Vol
:
28.76%
Vol of Vol
:
29.45%
1 Year Pred
:
36.12%
Models
Assets
Analysis on Silver Spot
Asy. MEM
- High-Low Range Series
Asy. Power MEM
- High-Low Range Series
MEM
- High-Low Range Series
AGARCH
- Return Series
APARCH
- Return Series
EGARCH
- Return Series
GARCH
- Return Series
GAS-GARCH Student T
- Return Series
GJR-GARCH
- Return Series
Spline-GARCH
- Return Series
Zero Slope Spline-GARCH analysis on Commodities
Gold Spot
iShares S&P Global Energy
iShares S&P GSCI Commodity-Indexed Trust
PowerShares DB Agriculture
PowerShares DB Com indx Trckng
PowerShares DB Energy
PowerShares DB Gold
PowerShares DB Oil
PowerShares DB Precious Metals
PowerShares DB Silver
SPDR S&P Metals & Mining
SPDR S&P Oil & Gas Exp. & Prod.
Documentation
Volatility Analysis
Zero Slope Spline-GARCH