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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	21.4257	0.52
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9872	2.01**
ν DF Student-t tail thickness	8.1807	0.16

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