V-Lab
Jaguar Uranium Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
69.11%
increased by 4.98%
1 Week
69.36%
increased by 5.23%
1 Month
70.37%
increased by 6.24%
Analysis last updated: Tuesday, August 25, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 10, 2026 to Aug 21, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 693 trading days (~2.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 5.38 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 | 89.6533 | 8.99*** |
α ARCH Response to squared shocks | 0.0626 | 5.24*** |
β GARCH Volatility persistence | 0.9990 | 397.53*** |
ν DF Student-t tail thickness | 5.3801 | 3.17*** |
Persistence:
0.999
Half-life:
693 days
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