V-Lab
OceanaGold Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
56.64%
decreased by 0.03%
1 Week
56.66%
decreased by 0.01%
1 Month
56.72%
increased by 0.05%
Analysis last updated: Friday, July 24, 2026 at 10:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 7, 2026 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8323 | 4.61*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9335 | 45.90*** |
γ leverage Additional response to negative shocks | 0.0031 | 0.09 |
Persistence:
0.935
Half-life:
10 days
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