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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.1731	5.92***
β GARCH Volatility persistence	0.5426	5.19***
γ leverage Additional response to negative shocks	-0.1731	-5.44***
λ₁ tau intercept Baseline long-term coefficient	2.8210	0.14
λ₂ forecast adj. Forecast performance sensitivity	0.1270	0.12
λ₃ tau persistence Long-term factor persistence	0.6962	0.31

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Osisko Gold Group Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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