Jaguar Uranium Corp GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, July 13th, 2026
1 Day
61.10%
decreased by 4.95%
1 Week
79.07%
increased by 13.02%
1 Month
127.80%
increased by 61.75%
Analysis last updated: Friday, July 10, 2026 at 11:44 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
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 3.36*** |
α ARCH Response to squared shocks | 0.4694 | 7.03*** |
β GARCH Volatility persistence | 0.5306 | 16.54*** |
Persistence:
1.000
Half-life:
-
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