V-Lab
Osisko Gold Group Inc AGARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
62.90%
increased by 5.35%
1 Week
63.10%
increased by 5.55%
1 Month
63.25%
increased by 5.70%
Analysis last updated: Wednesday, August 5, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 30, 2022 to Jul 31, 2026Model Insight
The news-impact curve is shifted (γ = -2.50) so that positive returns raise next-day volatility more than negative returns of the same size. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and rare among risky assets.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.6653 | 8.22*** |
α ARCH Response to squared shocks | 0.1438 | 15.54*** |
β GARCH Volatility persistence | 0.5063 | 12.20*** |
γ leverage Additional response to negative shocks | -2.5019 | -12.68*** |
Persistence:
0.650
Half-life:
2 days
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