Quantum X Labs Inc EGARCH Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
94.96%
increased by 3.01%
1 Week
93.45%
increased by 1.50%
1 Month
89.26%
decreased by 2.69%
Analysis last updated: Tuesday, July 14, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 5, 2025 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 13 trading days, meaning a shock loses half its impact after approximately 13 days.
σ
EGARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1635 | 36.54*** |
α ARCH Response to squared shocks | -0.1991 | -2.96*** |
β GARCH Volatility persistence | 0.9496 | 151.13*** |
γ leverage Additional response to negative shocks | -0.0276 | -0.18 |
Persistence:
0.950
Half-life:
13 days
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