V-Lab
Quantum X Labs Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
141.63%
increased by 19.64%
1 Week
129.40%
increased by 7.41%
1 Month
119.65%
decreased by 2.34%
Analysis last updated: Friday, July 24, 2026 at 10:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 5, 2025 to Jul 24, 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 = 3.22 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 53.2877 | 3.28*** |
α ARCH Response to squared shocks | 0.1894 | 2.70*** |
β GARCH Volatility persistence | 0.6447 | 5.94*** |
ν DF Student-t tail thickness | 3.2152 | 2.09** |
Persistence:
0.645
Half-life:
2 days
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