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V-Lab

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 Wednesday, July 15th, 2026

1 Day

37.17%

decreased by 7.94%

1 Week

37.99%

decreased by 7.12%

1 Month

41.10%

decreased by 4.01%

Analysis last updated: Tuesday, July 14, 2026 at 09:34 PM UTC

Date Range:

from

to

6M ·

All

graph of Versamet Royalties Corp AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 6, 2026 to Jul 10, 2026

Model Insight

With persistence 1.000, volatility shocks have a half-life of 1386294 trading days (~5501.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1219
9.45***
α

ARCH

Response to squared shocks

0.4752
5.87***
β

GARCH

Volatility persistence

0.4732
13.21***
γ

leverage

Additional response to negative shocks

0.1033
0.95

Persistence:

1.000

Half-life:

1386294 days