Quantum X Labs Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
46.84%
increased by 0.49%
1 Week
51.31%
increased by 4.96%
1 Month
52.93%
increased by 6.58%
Analysis last updated: Monday, July 20, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 5, 2025 to Jul 17, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.0357 | 2.89*** |
α ARCH Response to squared shocks | 0.2282 | 2.15** |
β GARCH Volatility persistence | 0.1837 | 0.65 |
Spline Coefficients
K=8
| γ1 | 106.0223 | 1.88* |
| γ2 | -103.7732 | -0.96 |
| γ3 | 61.8810 | 0.64 |
| γ4 | -208.5530 | -2.64*** |
| γ5 | 228.6796 | 2.25** |
| γ6 | -51.4127 | -0.57 |
| γ7 | -101.3443 | -1.33 |
| γ8 | 100.4669 | 1.80* |
Persistence:
0.412
Half-life:
1 days
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