QTREX Quantum Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, July 16th, 2026
1 Day
112.47%
increased by 5.75%
1 Week
111.32%
increased by 4.60%
1 Month
108.44%
increased by 1.72%
Analysis last updated: Wednesday, July 15, 2026 at 09:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 14, 2021 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days. Returns follow a Student-t distribution with v = 3.32 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 43.2248 | 3.85*** |
α ARCH Response to squared shocks | 0.1346 | 13.23*** |
β GARCH Volatility persistence | 0.9203 | 45.84*** |
ν DF Student-t tail thickness | 3.3223 | 6.87*** |
Persistence:
0.920
Half-life:
8 days
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