CBOE Silver ETF Volatility Index

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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0209	13.89***
α ARCH Response to squared shocks	0.0623	16.86***
β GARCH Volatility persistence	0.9490	483.71***
γ leverage Additional response to negative shocks	-0.0278	-5.77***

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COMEX Silver GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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