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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

Date Range:

from

to

6M ·

All

graph of OceanaGold Corp GJR-GARCH

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

Model 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

ParameterValuet-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