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{name} Model Equation

How returns affect tomorrow's volatility

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Spline Coefficients

Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	14.9304	1.32
αARCH	0.0757	1.26
βGARCH	0.9055	11.86***
νDF	4.6596	0.44

Parameter	Value	t-statistic
ω const Unconditional variance weight	14.9304	1.32
α ARCH Response to squared shocks	0.0757	1.26
β GARCH Volatility persistence	0.9055	11.86***
ν DF Student-t tail thickness	4.6596	0.44

V-Lab

Osisko Gold Group Inc GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Osisko Gold Group Inc Analyses