V-Lab: Silver Spot Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Silver Spot Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 23rd, 2021:18.69% (-0.43%)

Analysis last updated: Monday, November 22, 2021 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7764	4.73
$α$	0.0525	8.12
$β$	0.9385	134.28
$γ_{1}$	-0.0161	-1.35
$γ_{2}$	0.0391	2.28
$γ_{3}$	-0.0509	-4.67
$γ_{4}$	0.0403	5.22

Estimation Period:
Jan 2, 1990 to Nov 19, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts