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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Osisko Gold Group Inc GJR-GARCH

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

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

ParameterValuet-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