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{name} Model Equation

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Spline Coefficients

Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	0.2773	3.32***
αARCH	0.1685	4.02***
βGARCH	0.8364	33.03***
γleverage	-0.0473	-0.69

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2773	3.32***
α ARCH Response to squared shocks	0.1685	4.02***
β GARCH Volatility persistence	0.8364	33.03***
γ leverage Additional response to negative shocks	-0.0473	-0.69

V-Lab

Osisko Gold Group Inc Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Osisko Gold Group Inc Analyses