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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 30, 2022 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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