OceanaGold Corp MF2-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
66.01%
increased by 1.28%
1 Week
268,553,418.15%
increased by 268,553,353.42%
1 Month
897,048,226,128,339,100,000,000,000,000,000,000.00%
increased by 897,048,226,128,339,100,000,000,000,000,000,000.00%
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 | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.9998 | 0.02 | |
| 0.0003 | 0.00 | |
| 0.0000 | 0.00 | |
| 1.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 7, 2026 to Jun 12, 2026
Apr 7, 2026 to Jun 12, 2026
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