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V-Lab

QTREX Quantum Ltd AGARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

90.07%

decreased by 7.16%

1 Week

97.70%

increased by 0.47%

1 Month

116.03%

increased by 18.80%

Analysis last updated: Friday, August 7, 2026 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of QTREX Quantum Ltd AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 14, 2021 to Aug 7, 2026

Model Insight

The news-impact curve is shifted (γ = 2.27) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

3.8499
9.00***
α

ARCH

Response to squared shocks

0.2181
10.60***
β

GARCH

Volatility persistence

0.7214
50.63***
γ

leverage

Additional response to negative shocks

2.2659
7.18***

Persistence:

0.939

Half-life:

11 days