V-Lab
Jaguar Uranium Corp Asy. Power MEM Volatility Analysis
Volatility prediction for Thursday, August 20th, 2026
1 Day
70.79%
decreased by 6.67%
1 Week
65.79%
decreased by 11.67%
1 Month
55.04%
decreased by 22.42%
Analysis last updated: Wednesday, August 19, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 10, 2026 to Aug 14, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 28% more than equivalent positive returns. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1379 | 1.37 |
α ARCH Response to squared shocks | 0.2222 | 10.94*** |
β GARCH Volatility persistence | 0.7332 | 30.28*** |
γ leverage Additional response to negative shocks | 0.2407 | 4.99*** |
δ power Transformation power | 0.5000 | 1.27 |
Persistence:
0.915
Half-life:
8 days
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