V-Lab
QTREX Quantum Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 11th, 2026
1 Day
104.49%
decreased by 1.46%
1 Week
129.53%
increased by 23.58%
1 Month
169.07%
increased by 63.12%
Analysis last updated: Monday, August 10, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 14, 2021 to Aug 7, 2026Model Insight
This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.
σ
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 26 | |
α ARCH Response to squared shocks | 0.0555 | 4.82*** |
β GARCH Volatility persistence | 0.4771 | 13.88*** |
γ leverage Additional response to negative shocks | 0.2638 | 6.90*** |
λ₁ tau intercept Baseline long-term coefficient | 10.0000 | 0.67 |
λ₂ forecast adj. Forecast performance sensitivity | 0.5681 | 0.91 |
λ₃ tau persistence Long-term factor persistence | 0.1689 | 0.16 |
Persistence:
0.665
Half-life:
2 days
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