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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 30, 2022 to Jul 31, 2026Model 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
| Parameter | Value | t-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
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