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V-Lab

Osisko Gold Group Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

62.70%

decreased by 1.89%

1 Week

62.61%

decreased by 1.98%

1 Month

62.42%

decreased by 2.17%

Analysis last updated: Tuesday, August 25, 2026 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Osisko Gold Group Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 30, 2022 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days. Returns follow a Student-t distribution with v = 4.61 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

15.3495
4.98***
α

ARCH

Response to squared shocks

0.0720
4.49***
β

GARCH

Volatility persistence

0.9034
43.93***
ν

DF

Student-t tail thickness

4.6095
1.57

Persistence:

0.903

Half-life:

7 days