V-Lab: Silver Spot APARCH Volatility Analysis

V-Lab

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V-Lab

Silver Spot APARCH Volatility Analysis

Volatility Prediction for Tuesday, November 23rd, 2021:20.27% (-0.45%)

Analysis last updated: Monday, November 22, 2021 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0130	17.48
$α$	0.0514	22.36
$β$	0.9482	651.22
$γ$	-0.1488	-8.01
$δ$	1.8307	30.71

Estimation Period:
Jan 2, 1990 to Nov 19, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts