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 Monday, June 15th, 2026
1 Day
305.24%
increased by 4.83%
1 Week
306.09%
increased by 5.68%
1 Month
309.45%
increased by 9.04%
Analysis last updated: Friday, June 12, 2026 at 11:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0261 | 3.03 | |
| 0.0366 | 3.35 | |
| 0.8865 | 40.08 | |
| 0.1537 | 2.26 |
Estimation Period:
Jul 14, 2021 to Jun 12, 2026
Jul 14, 2021 to Jun 12, 2026
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