V-Lab
Quantum X Labs Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, September 21st, 2026
1 Day
115.99%
decreased by 34.60%
1 Week
114.08%
decreased by 36.51%
1 Month
112.61%
decreased by 37.98%
Analysis last updated: Friday, September 18, 2026 at 10:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 5, 2025 to Sep 18, 2026Model Insight
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days. Returns follow a Student-t distribution with v = 3.36 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
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Shock decay: Shocks decay with a 2-day half-lifev = 3.36 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 49.8286 | 0.88 |
| αARCH | 0.1829 | 0.71 |
| βGARCH | 0.6543 | 1.58 |
| νDF | 3.3552 | 0.49 |
0.654
Persistence2d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 49.8286 | 0.88 |
α ARCH Response to squared shocks | 0.1829 | 0.71 |
β GARCH Volatility persistence | 0.6543 | 1.58 |
ν DF Student-t tail thickness | 3.3552 | 0.49 |
Persistence:
0.654
Half-life:
2 days
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