V-Lab
V-Lab

CBOE Silver ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 14th, 2022:87.85% (+31.28%)

Analysis last updated: Saturday, September 3, 2022 at 05:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Silver ETF Volatility Index S0GARCH
paramt-stat
ω1.13485.74
α0.15542.56
β0.44053.01
γ10.56520.85
γ2-0.8465-0.82
γ30.49740.80
γ4-0.6054-0.94
γ50.77661.13
γ6-0.5452-0.97
γ70.21710.39
γ80.55050.85
γ9-1.8416-3.01
γ101.83004.90
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Impact of return on volatility tomorrow
Volatility Forecasts