V-Lab
OceanaGold Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
52.85%
decreased by 1.05%
1 Week
52.91%
decreased by 0.99%
1 Month
53.03%
decreased by 0.87%
Analysis last updated: Friday, July 24, 2026 at 10:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 7, 2026 to Jul 24, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days. Returns follow a Student-t distribution with v = 200.00 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 11.2003 | 4.00*** |
α ARCH Response to squared shocks | 0.0400 | 0.41 |
β GARCH Volatility persistence | 0.8727 | 9.65*** |
ν DF Student-t tail thickness | 200.0000 | 0.00 |
Persistence:
0.873
Half-life:
5 days
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