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V-Lab

QTREX Quantum Ltd Asy. MEM Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

97.68%

increased by 15.46%

1 Week

95.22%

increased by 13.00%

1 Month

91.09%

increased by 8.87%

Analysis last updated: Monday, July 20, 2026 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of QTREX Quantum Ltd AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 14, 2021 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

4.8720
9.29***
α

ARCH

Response to squared shocks

0.2569
10.36***
β

GARCH

Volatility persistence

0.6123
21.81***
γ

leverage

Additional response to negative shocks

-0.0539
-1.58

Persistence:

0.842

Half-life:

4 days