V-Lab
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 Wednesday, September 16th, 2026
1 Day
67.20%
decreased by 3.53%
1 Week
83.88%
increased by 13.15%
1 Month
130.83%
increased by 60.10%
Analysis last updated: Tuesday, September 15, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 10, 2026 to Sep 11, 2026Model 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
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High persistence: persistence 1.000 ≥ 1, shocks do not decay
| Param | Value | t-stat |
|---|---|---|
| ωconst | 5.0000 | 1.79* |
| αARCH | 0.5098 | 2.20** |
| βGARCH | 0.4902 | 4.79*** |
1.000
Persistence-
Half-lifeσ
GARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 1.79* |
α ARCH Response to squared shocks | 0.5098 | 2.20** |
β GARCH Volatility persistence | 0.4902 | 4.79*** |
Persistence:
1.000
Half-life:
-
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