V-Lab
Jaguar Uranium Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 18th, 2026
1 Day
105.11%
increased by 25.88%
1 Week
102.81%
increased by 23.58%
1 Month
100.94%
increased by 21.71%
Analysis last updated: Monday, August 17, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 10, 2026 to Aug 14, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 2 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.9703 | 2.18** |
α ARCH Response to squared shocks | 0.5845 | 2.03** |
β GARCH Volatility persistence | 0.0840 | 1.06 |
Spline Coefficients
K=1
| γ1 | 5.3085 | 3.85*** |
Persistence:
0.668
Half-life:
2 days
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