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V-Lab

Versamet Royalties Corp GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

67.51%

decreased by 0.21%

1 Week

68.93%

increased by 1.21%

1 Month

70.43%

increased by 2.71%

Analysis last updated: Friday, August 21, 2026 at 10:19 PM UTC

Date Range:

from

to

6M ·

All

graph of Versamet Royalties Corp GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 6, 2026 to Aug 21, 2026
Boundary Parameters

Model Insight

Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
3.53***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.7191
9.27***
γ

leverage

Additional response to negative shocks

0.0633
1.23

Persistence:

0.751

Half-life:

2 days