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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Osisko Gold Group Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 30, 2022 to Jul 31, 2026

Model 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

ParameterValuet-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