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V-Lab

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

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 Jul 10, 2026

Model 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

ParameterValuet-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