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