QTREX Quantum Ltd GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
306.50%
increased by 109.37%
1 Week
307.29%
increased by 110.16%
1 Month
310.45%
increased by 113.32%
Analysis last updated: Friday, May 22, 2026 at 10:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9693 | 2.69 | |
| 0.0306 | 2.67 | |
| 0.8904 | 38.98 | |
| 0.1580 | 2.09 |
Estimation Period:
Jul 14, 2021 to May 22, 2026
Jul 14, 2021 to May 22, 2026
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