V-Lab
CBOE Silver ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 14th, 2022:76.14% (+10.49%)
Analysis last updated: Saturday, September 3, 2022 at 05:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.2507 | 3.61 | |
| 0.0649 | 16.05 | |
| 0.9713 | 103.80 | |
| 4 | 6.51 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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