OceanaGold Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, July 16th, 2026
1 Day
54.00%
unchanged at 0.00%
1 Week
54.00%
unchanged at 0.00%
1 Month
54.00%
unchanged at 0.00%
Analysis last updated: Wednesday, July 15, 2026 at 10:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 7, 2026 to Jul 10, 2026𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 11.5724 | 0.47 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.0440 | 0.00 |
ν DF Student-t tail thickness | 200.0000 | 0.03 |
Persistence:
0.044
Half-life:
0 days
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