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{name} Model Equation

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Param	Value	t-stat
ωconst	5.0000	1.21
αARCH	0.0070	0.13
βGARCH	0.6548	2.51**
γleverage	0.1145	0.45

Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.21
α ARCH Response to squared shocks	0.0070	0.13
β GARCH Volatility persistence	0.6548	2.51**
γ leverage Additional response to negative shocks	0.1145	0.45

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Versamet Royalties Corp GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Versamet Royalties Corp Analyses