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V-Lab

iShares Silver Trust GARCH Volatility Analysis

Volatility prediction for Thursday, August 20th, 2026

1 Day

40.92%

increased by 2.60%

1 Week

40.84%

increased by 2.52%

1 Month

40.54%

increased by 2.22%

Analysis last updated: Wednesday, August 19, 2026 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares Silver Trust GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 28, 2006 to Aug 14, 2026

Model Insight

With persistence 0.993, volatility shocks have a half-life of 94 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0359
14.10***
α

ARCH

Response to squared shocks

0.0619
19.20***
β

GARCH

Volatility persistence

0.9307
304.26***

Persistence:

0.993

Half-life:

94 days