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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 28, 2006 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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