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V-Lab

Jaguar Uranium Corp GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Wednesday, August 26th, 2026

1 Day

78.26%

increased by 16.58%

1 Week

92.98%

increased by 31.30%

1 Month

136.84%

increased by 75.16%

Analysis last updated: Tuesday, August 25, 2026 at 09:53 PM UTC

Date Range:

from

to

6M ·

All

graph of Jaguar Uranium Corp GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 10, 2026 to Aug 21, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

Leverage: Negative returns increase volatility 130% more than positive returns

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
5.21***
α

ARCH

Response to squared shocks

0.3181
7.18***
β

GARCH

Volatility persistence

0.4755
15.09***
γ

leverage

Additional response to negative shocks

0.4128
2.79***

Persistence:

1.000

Half-life:

-