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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

All

graph of Quantum X Labs Inc APARCH

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

Model 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

Tap to view equation

ParameterValuet-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