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V-Lab

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

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 10, 2026

Model 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

ParameterValuet-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