V-Lab
Jaguar Uranium Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
77.34%
increased by 25.57%
1 Week
67.77%
increased by 16.00%
1 Month
64.11%
increased by 12.34%
Analysis last updated: Tuesday, August 25, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 10, 2026 to Aug 21, 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 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9821 | 4.17*** |
α ARCH Response to squared shocks | 0.3596 | 1.95* |
β GARCH Volatility persistence | 0.0065 | 0.09 |
Spline Coefficients
K=2
| γ1 | -32.7414 | -2.38** |
| γ2 | 48.0685 | 2.68*** |
Persistence:
0.366
Half-life:
1 days
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