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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.1534	4.12***
β GARCH Volatility persistence	0.5462	5.28***
γ leverage Additional response to negative shocks	-0.1534	-3.81***
λ₁ tau intercept Baseline long-term coefficient	1.7249	0.13
λ₂ forecast adj. Forecast performance sensitivity	0.0790	0.15
λ₃ tau persistence Long-term factor persistence	0.8126	0.62

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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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