Versamet Royalties Corp Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
20.87%
decreased by 8.74%
1 Week
22.35%
decreased by 7.26%
1 Month
27.46%
decreased by 2.15%
Analysis last updated: Friday, May 22, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1262 | 8.85 | |
| 0.5727 | 11.31 | |
| 0.2154 | 9.11 | |
| 0.4238 | 3.61 |
Estimation Period:
Mar 6, 2026 to May 22, 2026
Mar 6, 2026 to May 22, 2026
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