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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Jaguar Uranium Corp APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 10, 2026 to Jul 10, 2026
Boundary 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

Tap to view equation

ParameterValuet-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