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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3004	13.60***
α ARCH Response to squared shocks	0.1878	16.83***
β GARCH Volatility persistence	0.8213	121.99***
γ leverage Additional response to negative shocks	-0.0557	-3.09***

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Osisko Gold Group Inc Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Osisko Gold Group Inc Analyses