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V-Lab

Osisko Gold Group Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

64.59%

increased by 12.14%

1 Week

64.07%

increased by 11.62%

1 Month

63.00%

increased by 10.55%

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 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 Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days. Returns follow a Student-t distribution with v = 4.63 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

15.2558
5.36***
α

ARCH

Response to squared shocks

0.0807
4.46***
β

GARCH

Volatility persistence

0.8849
39.26***
ν

DF

Student-t tail thickness

4.6341
1.59

Persistence:

0.885

Half-life:

6 days