V-Lab
COMEX Silver GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, August 7th, 2026
1 Day
47.37%
decreased by 1.38%
1 Week
47.21%
decreased by 1.54%
1 Month
46.57%
decreased by 2.18%
Analysis last updated: Friday, August 7, 2026 at 05:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 30, 2000 to Jul 31, 2026Model Insight
With persistence 0.994, volatility shocks have a half-life of 116 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.29 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.7366 | 5.52*** |
α ARCH Response to squared shocks | 0.0420 | 42.99*** |
β GARCH Volatility persistence | 0.9940 | 910.28*** |
ν DF Student-t tail thickness | 4.2935 | 17.25*** |
Persistence:
0.994
Half-life:
116 days
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