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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1348	5.74***
α ARCH Response to squared shocks	0.1554	2.56**
β GARCH Volatility persistence	0.4405	3.01***

γ₁	0.5652	0.85
γ₂	-0.8465	-0.82
γ₃	0.4974	0.80
γ₄	-0.6054	-0.94
γ₅	0.7766	1.13
γ₆	-0.5452	-0.97
γ₇	0.2171	0.39
γ₈	0.5505	0.85
γ₉	-1.8416	-3.01***
γ₁₀	1.8300	4.90***

V-Lab

CBOE Silver ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Silver ETF Volatility Index Analyses