V-Lab: Osisko Mining Corp GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Osisko Mining Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, June 17th, 2014:238.23% (-12.52%)

Analysis last updated: Monday, March 1, 2021 at 07:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5872.6270	9.03
$α$	0.0615	124.49
$β$	0.9975	3836.65
$ν$	2	11996.52

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