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{name} Model Equation

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Spline Coefficients

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	0.8662	1.99**
αARCH	0.0000	0.00
βGARCH	0.8939	2.01**

γ₁	-19.3709	-2.16**
γ₂	27.3747	2.73***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8662	1.99**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8939	2.01**

γ₁	-19.3709	-2.16**
γ₂	27.3747	2.73***

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