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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0169	7.87***
α ARCH Response to squared shocks	0.0487	22.92***
β GARCH Volatility persistence	0.9466	458.39***
γ leverage Additional response to negative shocks	-0.3818	-9.34***

V-Lab

COMEX Silver AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other COMEX Silver Analyses