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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	27.2507	3.61***
α ARCH Response to squared shocks	0.0649	16.05***
β GARCH Volatility persistence	0.9713	103.80***
ν DF Student-t tail thickness	3.6714	6.51***

V-Lab

CBOE Silver ETF Volatility Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Silver ETF Volatility Index Analyses