CBOE Silver ETF Volatility Index GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.2507 | 3.61 | |
| 0.0649 | 16.05 | |
| 0.9713 | 103.80 | |
| 3.6714 | 6.51 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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