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	0.0208	13.86***
α ARCH Response to squared shocks	0.0622	16.84***
β GARCH Volatility persistence	0.9491	484.74***
γ leverage Additional response to negative shocks	-0.0277	-5.74***

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COMEX Silver GJR-GARCH Volatility Analysis

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Volatility Forecast

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