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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

All

graph of Quantum X Labs Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 5, 2025 to Jul 17, 2026
Boundary 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

ParameterValuet-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