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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 14, 2021 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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