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V-Lab

Osisko Gold Group Inc Spline-GARCH Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

81.55%

increased by 21.36%

1 Week

78.04%

increased by 17.85%

1 Month

72.68%

increased by 12.49%

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 SGARCH

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 model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 3 trading days.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8670
5.89***
α

ARCH

Response to squared shocks

0.1057
2.36**
β

GARCH

Volatility persistence

0.7115
7.71***
γi Spline Coefficients
K=1
γ1-0.0136
-0.20

Persistence:

0.817

Half-life:

3 days