V-Lab: Osisko Mining Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Osisko Mining Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, June 17th, 2014:34.89% (-0.99%)

Analysis last updated: Friday, January 29, 2016 at 03:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5824	5.36
$α$	0.1973	6.30
$β$	0.6457	13.63
$γ_{1}$	-0.2235	-2.08
$γ_{2}$	0.3164	2.01
$γ_{3}$	-0.0616	-0.51
$γ_{4}$	-0.1314	-0.45
$γ_{5}$	-0.0815	-0.20
$γ_{6}$	0.3989	1.28
$γ_{7}$	-0.3264	-1.80
$γ_{8}$	0.2869	2.40
$γ_{9}$	-0.3556	-2.93

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts