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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0844	2.43**
α ARCH Response to squared shocks	0.2822	9.95***
β GARCH Volatility persistence	0.9872	183.39***
γ leverage Additional response to negative shocks	-0.1131	-3.53***

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QTREX Quantum Ltd EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other QTREX Quantum Ltd Analyses