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{name} Model Equation

How returns affect tomorrow's volatility

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Spline Coefficients

Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	16.8617	0.47
αARCH	0.0366	1.35
βGARCH	0.9580	1.55
νDF	7.9036	0.04

Parameter	Value	t-statistic
ω const Unconditional variance weight	16.8617	0.47
α ARCH Response to squared shocks	0.0366	1.35
β GARCH Volatility persistence	0.9580	1.55
ν DF Student-t tail thickness	7.9036	0.04

V-Lab

Versamet Royalties Corp GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Versamet Royalties Corp Analyses