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V-Lab

Osisko Gold Group Inc GARCH Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

74.89%

increased by 14.10%

1 Week

73.57%

increased by 12.78%

1 Month

70.00%

increased by 9.21%

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 GARCH

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

Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0839
5.88***
α

ARCH

Response to squared shocks

0.0712
9.00***
β

GARCH

Volatility persistence

0.8614
47.94***

Persistence:

0.933

Half-life:

10 days