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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	0.8246	2.26**
αARCH	0.0000	0.00
βGARCH	0.8996	2.65***

γ₁	-23.4055	-2.38**
γ₂	32.2056	2.85***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8246	2.26**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8996	2.65***

γ₁	-23.4055	-2.38**
γ₂	32.2056	2.85***

V-Lab

Versamet Royalties Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Versamet Royalties Corp Analyses