V-Lab
Global X Silver ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
45.96%
1 Week
46.18%
1 Month
46.27%
Analysis last updated: Saturday, August 22, 2026 at 01:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 25, 2009 to Aug 21, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 54% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 71 | |
α ARCH Response to squared shocks | 0.0659 | 14.32*** |
β GARCH Volatility persistence | 0.8585 | 73.08*** |
γ leverage Additional response to negative shocks | -0.0231 | -4.04*** |
λ₁ tau intercept Baseline long-term coefficient | 0.6105 | 2.35** |
λ₂ forecast adj. Forecast performance sensitivity | 0.8548 | 5.17*** |
λ₃ tau persistence Long-term factor persistence | 0.0000 | 0.00 |
Persistence:
0.913
Half-life:
8 days
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