Quantum X Labs Inc APARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
105.94%
unchanged at 0.00%
1 Week
105.94%
unchanged at 0.00%
1 Month
105.94%
unchanged at 0.00%
Analysis last updated: Tuesday, July 21, 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 10 trading days, meaning a shock loses half its impact after approximately 10 days. The volatility power δ = 1.41 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
σ
APARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 0.89 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9309 | 51.39*** |
γ leverage Additional response to negative shocks | -0.0340 | 0.00 |
δ power Transformation power | 1.4078 | 3.08*** |
Persistence:
0.931
Half-life:
10 days
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