Quantum Data Energy PLC 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 Friday, May 1st, 2026
1 Day
315.45%
increased by 3.18%
1 Week
315.63%
increased by 3.36%
1 Month
316.37%
increased by 4.10%
Analysis last updated: Saturday, May 2, 2026 at 03:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2313 | 7.55 | |
| 0.0470 | 9.77 | |
| 0.9459 | 177.88 | |
| 0.0141 | 1.00 |
Estimation Period:
Apr 14, 2021 to Apr 24, 2026
Apr 14, 2021 to Apr 24, 2026
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