Versamet Royalties Corp 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
22.87%
decreased by 10.77%
1 Week
24.59%
decreased by 9.05%
1 Month
30.54%
decreased by 3.10%
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 | |
|---|---|---|
| 0.1625 | 1.86 | |
| 0.8593 | 7.48 | |
| 0.1407 | 6.30 |
Estimation Period:
Mar 6, 2026 to May 22, 2026
Mar 6, 2026 to May 22, 2026
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