QTREX Quantum Ltd APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
292.67%
increased by 99.45%
1 Week
294.13%
increased by 100.91%
1 Month
299.91%
increased by 106.69%
Analysis last updated: Friday, May 22, 2026 at 10:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5275 | 1.83 | |
| 0.1135 | 5.60 | |
| 0.8865 | 38.17 | |
| 0.4550 | 4.85 | |
| 1.6631 | 7.49 |
Estimation Period:
Jul 14, 2021 to May 22, 2026
Jul 14, 2021 to May 22, 2026
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