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{name} Model Equation

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Param	Value	t-stat
ωconst	5.0000	1.53
αARCH	0.0170	0.32
βGARCH	0.6080	2.78***
γleverage	0.1573	0.52

Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.53
α ARCH Response to squared shocks	0.0170	0.32
β GARCH Volatility persistence	0.6080	2.78***
γ leverage Additional response to negative shocks	0.1573	0.52

V-Lab

Versamet Royalties Corp GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Versamet Royalties Corp Analyses