Jaguar Uranium Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
94.03%
decreased by 0.99%
1 Week
115.10%
increased by 20.08%
1 Month
127.29%
increased by 32.27%
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
Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day. Returns follow a Student-t distribution with v = 5.89 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 | 68.4566 | 4.86*** |
α ARCH Response to squared shocks | 0.2614 | 2.40** |
β GARCH Volatility persistence | 0.6178 | 16.69*** |
ν DF Student-t tail thickness | 5.8854 | 0.93 |
Persistence:
0.618
Half-life:
1 days
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