V-Lab
V-Lab

Osisko Mining Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 17th, 2014:42.09% (-0.83%)

Analysis last updated: Friday, January 29, 2016 at 03:39 AM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Osisko Mining Corp S0GARCH
paramt-stat
ω0.59395.45
α0.19696.35
β0.647113.74
γ1-0.2072-1.94
γ20.29141.86
γ3-0.0466-0.39
γ4-0.1436-0.49
γ5-0.0672-0.16
γ60.37801.22
γ7-0.2919-1.63
γ80.21902.01
γ9-0.1838-3.08
Estimation Period:
Jan 1, 1990 to Jun 13, 2014
Impact of return on volatility tomorrow
Volatility Forecasts