Jaguar Uranium Corp EGARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
88.55%
decreased by 1.19%
1 Week
111.08%
increased by 21.34%
1 Month
116.10%
increased by 26.36%
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, 2026Model Insight
This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.
σ
EGARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.3453 | 12.12*** |
α ARCH Response to squared shocks | 0.6448 | 13.00*** |
β GARCH Volatility persistence | 0.1649 | 3.11*** |
γ leverage Additional response to negative shocks | -0.4701 | -5.43*** |
Persistence:
0.165
Half-life:
0 days
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