CBOE Silver ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 14th, 2022):
1 Day
87.85%
1 Week
74.84%
1 Month
65.39%
Analysis last updated: Saturday, September 3, 2022 at 05:00 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1348 | 5.74 | |
| 0.1554 | 2.56 | |
| 0.4405 | 3.01 | |
| 0.5652 | 0.85 | |
| -0.8465 | -0.82 | |
| 0.4974 | 0.80 | |
| -0.6054 | -0.94 | |
| 0.7766 | 1.13 | |
| -0.5452 | -0.97 | |
| 0.2171 | 0.39 | |
| 0.5505 | 0.85 | |
| -1.8416 | -3.01 | |
| 1.8300 | 4.90 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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