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How volatility evolves over time

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{name} Model Equation

How returns affect tomorrow's volatility

How returns affect tomorrow's illiquidity

Spline Coefficients

Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	1.9780	2.96***
αARCH	0.7858	4.11***
βGARCH	0.4661	3.33***
γleverage	-0.3947	-1.34

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9780	2.96***
α ARCH Response to squared shocks	0.7858	4.11***
β GARCH Volatility persistence	0.4661	3.33***
γ leverage Additional response to negative shocks	-0.3947	-1.34

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Jaguar Uranium Corp EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Jaguar Uranium Corp Analyses