Jaguar Uranium Corp APARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
65.70%
decreased by 5.22%
1 Week
95.54%
increased by 24.62%
1 Month
117.85%
increased by 46.93%
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 50% 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.
σ
APARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 6.47*** |
α ARCH Response to squared shocks | 0.3796 | 8.22*** |
β GARCH Volatility persistence | 0.3381 | 8.77*** |
γ leverage Additional response to negative shocks | 0.3862 | 8.45*** |
δ power Transformation power | 0.5000 | 6.84*** |
Persistence:
0.644
Half-life:
2 days
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