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