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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0532	3.46***
αARCH	0.0737	0.92
βGARCH	0.8979	16.31***
γleverage	-0.0925	-0.35
δpower	0.5000	0.36

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0532	3.46***
α ARCH Response to squared shocks	0.0737	0.92
β GARCH Volatility persistence	0.8979	16.31***
γ leverage Additional response to negative shocks	-0.0925	-0.35
δ power Transformation power	0.5000	0.36

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Versamet Royalties Corp Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Versamet Royalties Corp Analyses