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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0861	1.87*
αARCH	0.1773	6.11***
βGARCH	0.7872	22.82***
γleverage	-0.1139	-1.82*
δpower	0.5000	1.14

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0861	1.87*
α ARCH Response to squared shocks	0.1773	6.11***
β GARCH Volatility persistence	0.7872	22.82***
γ leverage Additional response to negative shocks	-0.1139	-1.82*
δ power Transformation power	0.5000	1.14

V-Lab

Osisko Gold Group Inc Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Osisko Gold Group Inc Analyses