Jaguar Uranium Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, October 9th, 2026
1 Day
87.43%
increased by 17.86%
1 Week
99.20%
increased by 29.63%
1 Month
112.67%
increased by 43.10%
Analysis last updated: Thursday, October 8, 2026 at 10:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 10, 2026 to Oct 2, 2026Model Insight
Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days. Returns follow a Student-t distribution with v = 6.27 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
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Shock decay: Shocks decay with a 3-day half-lifev = 6.27 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 56.3592 | 1.15 |
| αARCH | 0.3309 | 1.14 |
| βGARCH | 0.7945 | 5.65*** |
| νDF | 6.2699 | 0.42 |
0.795
Persistence3d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 56.3592 | 1.15 |
α ARCH Response to squared shocks | 0.3309 | 1.14 |
β GARCH Volatility persistence | 0.7945 | 5.65*** |
ν DF Student-t tail thickness | 6.2699 | 0.42 |
Persistence:
0.795
Half-life:
3 days
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