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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	5.0000	1.26
αARCH	0.0043	0.07
βGARCH	0.6654	2.74***
γleverage	0.1339	0.49

Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.26
α ARCH Response to squared shocks	0.0043	0.07
β GARCH Volatility persistence	0.6654	2.74***
γ leverage Additional response to negative shocks	0.1339	0.49

V-Lab

Versamet Royalties Corp GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Versamet Royalties Corp Analyses