OceanaGold Corp Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
54.35%
unchanged at 0.00%
1 Week
54.35%
unchanged at 0.00%
1 Month
54.36%
increased by 0.01%
Analysis last updated: Friday, May 22, 2026 at 10:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8278 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.9999 | 0.00 | |
| -66.9909 | 0.00 |
Estimation Period:
Apr 7, 2026 to May 22, 2026
Apr 7, 2026 to May 22, 2026
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