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V-Lab

Versamet Royalties Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, July 16th, 2026

1 Day

75.36%

unchanged at 0.00%

1 Week

75.36%

unchanged at 0.00%

1 Month

75.36%

unchanged at 0.00%

Analysis last updated: Wednesday, July 15, 2026 at 09:53 PM UTC

Date Range:

from

to

6M ·

All

graph of Versamet Royalties Corp GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 6, 2026 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 35 trading days, meaning a shock loses half its impact after approximately 35 days. Returns follow a Student-t distribution with v = 7.50 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

22.5365
0.47
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9806
3.73***
ν

DF

Student-t tail thickness

7.5048
0.17

Persistence:

0.981

Half-life:

35 days