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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

Date Range:

from

to

6M ·

All

graph of Jaguar Uranium Corp GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 10, 2026 to Jul 31, 2026

Model 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

ParameterValuet-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