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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

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 Jul 24, 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 = 3.22 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-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