V-Lab
CBOE Silver ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 14th, 2022:101.46% (+36.18%)
Analysis last updated: Saturday, September 3, 2022 at 04:59 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.73 | |
| 0.2025 | 7.15 | |
| 0.6626 | 31.43 | |
| -0.1362 | -3.77 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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