Quantum X Labs Inc Asy. MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
59.90%
increased by 0.61%
1 Week
62.04%
increased by 2.75%
1 Month
63.88%
increased by 4.59%
Analysis last updated: Monday, July 20, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 5, 2025 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 5.89*** |
α ARCH Response to squared shocks | 0.1645 | 5.24*** |
β GARCH Volatility persistence | 0.5042 | 9.97*** |
γ leverage Additional response to negative shocks | 0.0587 | 0.83 |
Persistence:
0.698
Half-life:
2 days
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