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V-Lab

Osisko Gold Group Inc EGARCH Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

89.46%

increased by 33.07%

1 Week

79.75%

increased by 23.36%

1 Month

68.80%

increased by 12.41%

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 EGARCH

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

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 300% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.5884
8.77***
α

ARCH

Response to squared shocks

0.2119
10.39***
β

GARCH

Volatility persistence

0.7866
32.42***
γ

leverage

Additional response to negative shocks

0.1271
8.19***

Persistence:

0.787

Half-life:

3 days