CBOE Silver ETF Volatility Index AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 14th, 2022):
1 Day
71.00%
1 Week
75.94%
1 Month
79.50%
Analysis last updated: Saturday, September 3, 2022 at 05:00 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 8.0828 | 22.79 | |
| 0.1891 | 13.37 | |
| 0.4675 | 23.82 | |
| -2.0702 | -10.47 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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