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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

Date Range:

from

to

6M ·

All

graph of OceanaGold Corp GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 7, 2026 to Jul 24, 2026
Boundary 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

ParameterValuet-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