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{name} Model Equation

How returns affect tomorrow's volatility

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Spline Coefficients

Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	0.8355	5.19***
αARCH	0.0766	2.27**
βGARCH	0.8415	11.70***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8355	5.19***
α ARCH Response to squared shocks	0.0766	2.27**
β GARCH Volatility persistence	0.8415	11.70***

V-Lab

Osisko Gold Group Inc Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Osisko Gold Group Inc Analyses