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V-Lab
V-Lab

Quantum X Labs Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, September 8th, 2026

1 Day

101.04%

decreased by 3.62%

1 Week

106.69%

increased by 2.03%

1 Month

110.74%

increased by 6.08%

Analysis last updated: Friday, September 4, 2026 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Quantum X Labs Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 5, 2025 to Sep 4, 2026

Model 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 = 3.32 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

Shock decay: Shocks decay with a 2-day half-lifev = 3.32 · fat tails
ParamValuet-stat
ωconst49.9595
0.87
αARCH0.1807
0.69
βGARCH0.6523
1.52
νDF3.3163
0.49

0.652

Persistence

2d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

49.9595
0.87
α

ARCH

Response to squared shocks

0.1807
0.69
β

GARCH

Volatility persistence

0.6523
1.52
ν

DF

Student-t tail thickness

3.3163
0.49

Persistence:

0.652

Half-life:

2 days