V-Lab: Osisko Mining Corp Asy. Power MEM Volatility Analysis

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V-Lab

Osisko Mining Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, June 17th, 2014:36.23% (-0.62%)

Analysis last updated: Monday, July 14, 2014 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8460	5.00
$α$	0.1025	14.35
$β$	0.8613	283.32
$γ$	-0.0631	-3.49
$δ$	2.6722	22.71

Estimation Period:
Jan 1, 1990 to Jun 13, 2014

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts