CBOE Silver ETF Volatility Index MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 14th, 2022):
1 Day
108.14%
1 Week
88.09%
1 Month
75.47%
Analysis last updated: Saturday, September 3, 2022 at 05:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.2389 | 9.09 | |
| 0.3636 | 11.77 | |
| -0.1825 | -5.18 | |
| 10.0000 | 0.30 | |
| 0.5260 | 0.32 | |
| 0.0561 | 0.02 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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