V-Lab
COMEX Silver GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 31st, 2026
1 Day
44.56%
increased by 1.87%
1 Week
44.42%
increased by 1.73%
1 Month
43.88%
increased by 1.19%
Analysis last updated: Sunday, August 30, 2026 at 04:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 30, 2000 to Aug 28, 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 = 4.31 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 | 3.7249 | 1.39 |
α ARCH Response to squared shocks | 0.0419 | 10.81*** |
β GARCH Volatility persistence | 0.9940 | 228.04*** |
ν DF Student-t tail thickness | 4.3116 | 4.28*** |
Persistence:
0.994
Half-life:
116 days
Other COMEX Silver Analyses
Other GAS-GARCH Student T Analyses on Commodities