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V-Lab

QTREX Quantum Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

161.79%

increased by 1.57%

1 Week

155.30%

decreased by 4.92%

1 Month

137.76%

decreased by 22.46%

Analysis last updated: Friday, August 21, 2026 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of QTREX Quantum Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 14, 2021 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days. Returns follow a Student-t distribution with v = 3.26 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

45.8701
3.61***
α

ARCH

Response to squared shocks

0.1349
13.36***
β

GARCH

Volatility persistence

0.9240
45.16***
ν

DF

Student-t tail thickness

3.2617
7.20***

Persistence:

0.924

Half-life:

9 days