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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	5.0000	1.76*
αARCH	0.3020	1.85*
βGARCH	0.4482	3.76***
γleverage	0.4997	0.88

Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.76*
α ARCH Response to squared shocks	0.3020	1.85*
β GARCH Volatility persistence	0.4482	3.76***
γ leverage Additional response to negative shocks	0.4997	0.88

V-Lab

Jaguar Uranium Corp GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Jaguar Uranium Corp Analyses