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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.8077	12.43***
α ARCH Response to squared shocks	0.2572	6.99***
β GARCH Volatility persistence	0.5608	19.65***
γ leverage Additional response to negative shocks	-0.2572	-6.61***

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Osisko Gold Group Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Osisko Gold Group Inc Analyses