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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0348	13.02***
α ARCH Response to squared shocks	0.0728	12.96***
β GARCH Volatility persistence	0.9312	286.78***
γ leverage Additional response to negative shocks	-0.0211	-2.76***

V-Lab

iShares Silver Trust GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares Silver Trust Analyses