Jaguar Uranium Corp Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
67.01%
decreased by 3.90%
1 Week
68.06%
decreased by 2.85%
1 Month
69.32%
decreased by 1.59%
Analysis last updated: Friday, July 10, 2026 at 11:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 10, 2026 to Jul 10, 2026Boundary Parameters
Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 58% 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
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4666 | 1.98** |
α ARCH Response to squared shocks | 0.2512 | 9.73*** |
β GARCH Volatility persistence | 0.5763 | 14.75*** |
γ leverage Additional response to negative shocks | 0.4294 | 7.93*** |
δ power Transformation power | 0.5000 | 1.78* |
Persistence:
0.778
Half-life:
3 days
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