Quantum X Labs Inc AGARCH Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
99.84%
decreased by 20.74%
1 Week
124.18%
increased by 3.60%
1 Month
137.47%
increased by 16.89%
Analysis last updated: Friday, July 17, 2026 at 10:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 5, 2025 to Jul 17, 2026Boundary Parameters
Model Insight
The news-impact curve is shifted (γ = 6.00) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 15.0000 | 9.00*** |
α ARCH Response to squared shocks | 0.4671 | 14.03*** |
β GARCH Volatility persistence | 0.1345 | 8.71*** |
γ leverage Additional response to negative shocks | 5.9967 | 9.08*** |
Persistence:
0.602
Half-life:
1 days
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