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, July 6th, 2026
1 Day
190.85%
decreased by 7.15%
1 Week
192.21%
decreased by 5.79%
1 Month
197.57%
decreased by 0.43%
Analysis last updated: Thursday, July 2, 2026 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0354 | 3.27 | |
| 0.0363 | 3.29 | |
| 0.8858 | 41.83 | |
| 0.1558 | 2.47 |
Estimation Period:
Jul 14, 2021 to Jul 2, 2026
Jul 14, 2021 to Jul 2, 2026
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