CBOE Silver ETF Volatility Index EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 14th, 2022):
1 Day
86.68%
1 Week
86.32%
1 Month
85.41%
Analysis last updated: Saturday, September 3, 2022 at 04:59 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2520 | 9.61 | |
| 0.1621 | 7.96 | |
| 0.9244 | 136.15 | |
| 0.1047 | 6.14 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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