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V-Lab

QTREX Quantum Ltd GARCH Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

118.61%

decreased by 3.52%

1 Week

121.12%

decreased by 1.01%

1 Month

130.55%

increased by 8.42%

Analysis last updated: Tuesday, August 11, 2026 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of QTREX Quantum Ltd GARCH

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

With persistence 0.998, volatility shocks have a half-life of 326 trading days (~1.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.3147
5.50***
α

ARCH

Response to squared shocks

0.1125
6.47***
β

GARCH

Volatility persistence

0.8854
58.60***

Persistence:

0.998

Half-life:

326 days