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{name} Model Equation

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Param	Value	t-stat
ωconst	0.7739	0.75
αARCH	0.0695	0.77
βGARCH	0.5847	2.10**
γleverage	1.0000	113.56***
δpower	0.5000	0.67

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7739	0.75
α ARCH Response to squared shocks	0.0695	0.77
β GARCH Volatility persistence	0.5847	2.10**
γ leverage Additional response to negative shocks	1.0000	113.56***
δ power Transformation power	0.5000	0.67

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Versamet Royalties Corp APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Versamet Royalties Corp Analyses