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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 6, 2026 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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