V-Lab
Osisko Gold Group Inc GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
106.16%
increased by 50.74%
1 Week
89.03%
increased by 33.61%
1 Month
71.10%
increased by 15.68%
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
This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.8258 | 12.58*** |
α ARCH Response to squared shocks | 0.2767 | 7.21*** |
β GARCH Volatility persistence | 0.5519 | 19.63*** |
γ leverage Additional response to negative shocks | -0.2767 | -6.84*** |
Persistence:
0.690
Half-life:
2 days
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