COMEX Silver GARCH Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
48.05%
decreased by 1.20%
1 Week
47.99%
decreased by 1.26%
1 Month
47.75%
decreased by 1.50%
Analysis last updated: Saturday, July 18, 2026 at 04:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 30, 2000 to Jul 17, 2026Model Insight
With persistence 0.996, volatility shocks have a half-life of 188 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0221 | 15.72*** |
α ARCH Response to squared shocks | 0.0471 | 22.79*** |
β GARCH Volatility persistence | 0.9493 | 489.05*** |
Persistence:
0.996
Half-life:
188 days
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