V-Lab
Quantum X Labs Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
80.37%
decreased by 0.07%
1 Week
80.23%
decreased by 0.21%
1 Month
79.67%
decreased by 0.77%
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
With persistence 0.995, volatility shocks have a half-life of 129 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0773 | 0.10 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9946 | 0.04 |
Spline Coefficients
K=6
| γ1 | 6.6655 | 0.00 |
| γ2 | 49.4759 | 0.30 |
| γ3 | -134.8877 | -1.99** |
| γ4 | 139.3089 | 1.76* |
| γ5 | -87.7417 | -0.49 |
| γ6 | 33.1415 | 0.15 |
Persistence:
0.995
Half-life:
129 days
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