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V-Lab

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

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Date Range:

from

10/08/2024

to

10/08/2026

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 Oct 2, 2026

Model 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

Tap to view equation

Shock decay: Shocks decay with a 3-day half-lifev = 6.27 · fat tails
ParamValuet-stat
ωconst56.3592
1.15
αARCH0.3309
1.14
βGARCH0.7945
5.65***
νDF6.2699
0.42

0.795

Persistence

3d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-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