Jaguar Uranium Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
74.73%
decreased by 0.19%
1 Week
106.25%
increased by 31.33%
1 Month
133.07%
increased by 58.15%
Analysis last updated: Friday, July 10, 2026 at 11:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 10, 2026 to Jul 10, 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 3 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.8201 | 1.69* |
α ARCH Response to squared shocks | 0.6899 | 2.34** |
β GARCH Volatility persistence | 0.0707 | 1.16 |
Spline Coefficients
K=1
| γ1 | 4.9821 | 2.10** |
Persistence:
0.761
Half-life:
3 days
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