V-Lab
Jaguar Uranium Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
142.21%
decreased by 1.08%
1 Week
143.27%
decreased by 0.02%
1 Month
145.72%
increased by 2.43%
Analysis last updated: Wednesday, August 5, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 10, 2026 to Jul 31, 2026Model Insight
Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days. Returns follow a Student-t distribution with v = 2.66 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 87.6798 | 1.08 |
α ARCH Response to squared shocks | 0.0105 | 1.15 |
β GARCH Volatility persistence | 0.9110 | 0.82 |
ν DF Student-t tail thickness | 2.6619 | 0.28 |
Persistence:
0.911
Half-life:
7 days
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