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V-Lab

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 27th, 2026

1 Day

200.09%

decreased by 11.53%

1 Week

201.35%

decreased by 10.27%

1 Month

206.34%

decreased by 5.28%

Analysis last updated: Friday, July 24, 2026 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of QTREX Quantum Ltd GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 14, 2021 to Jul 24, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

Leverage: volatility responds almost entirely to negative shocks

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0082
3.79***
α

ARCH

Response to squared shocks

0.0357
3.31***
β

GARCH

Volatility persistence

0.8881
48.39***
γ

leverage

Additional response to negative shocks

0.1525
2.66***

Persistence:

1.000

Half-life:

-