V-Lab
QTREX Quantum Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
109.27%
decreased by 18.17%
1 Week
108.78%
decreased by 18.66%
1 Month
107.51%
decreased by 19.93%
Analysis last updated: Friday, July 24, 2026 at 10:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 14, 2021 to Jul 24, 2026Model 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 = 3.29 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 | 44.1958 | 3.55*** |
α ARCH Response to squared shocks | 0.1280 | 13.56*** |
β GARCH Volatility persistence | 0.9282 | 46.96*** |
ν DF Student-t tail thickness | 3.2859 | 6.92*** |
Persistence:
0.928
Half-life:
9 days
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