V-Lab
Jaguar Uranium Corp APARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
71.22%
decreased by 15.31%
1 Week
94.79%
increased by 8.26%
1 Month
111.57%
increased by 25.04%
Analysis last updated: Friday, August 7, 2026 at 11:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 10, 2026 to Aug 7, 2026Boundary Parameters
Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 51% 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 7.18*** |
α ARCH Response to squared shocks | 0.3652 | 8.02*** |
β GARCH Volatility persistence | 0.3377 | 9.33*** |
γ leverage Additional response to negative shocks | 0.3895 | 8.95*** |
δ power Transformation power | 0.5000 | 7.10*** |
Persistence:
0.632
Half-life:
2 days
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