Versamet Royalties Corp EGARCH 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
58.11%
increased by 7.98%
1 Week
56.45%
increased by 6.32%
1 Month
50.59%
increased by 0.46%
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 | |
|---|---|---|
| -0.0293 | -1.20 | |
| -0.4438 | -2.55 | |
| 1.0000 | 1,193.32 | |
| 0.0769 | 1.46 |
Estimation Period:
Mar 6, 2026 to May 22, 2026
Mar 6, 2026 to May 22, 2026
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