OceanaGold Corp GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
71.00%
increased by 0.56%
1 Week
72.11%
increased by 1.67%
1 Month
76.38%
increased by 5.94%
Analysis last updated: Saturday, June 13, 2026 at 12:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3150 | 0.07 | |
| 0.0000 | 0.00 | |
| 1.0000 | 0.91 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 7, 2026 to Jun 12, 2026
Apr 7, 2026 to Jun 12, 2026
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