V-Lab
CBOE Silver ETF Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 14th, 2022:80.31% (+34.79%)
Analysis last updated: Saturday, September 3, 2022 at 05:00 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9989 | 5.79 | |
| 0.1510 | 2.74 | |
| 0.4887 | 3.76 | |
| 0.0256 | 0.19 | |
| -0.0918 | -0.47 | |
| 0.1070 | 0.86 | |
| 0.1396 | 1.12 | |
| -0.7496 | -3.78 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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