V-Lab
Azio AI Holdings Inc Asy. MEM Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
179.31%
decreased by 13.52%
1 Week
179.16%
decreased by 13.67%
1 Month
178.69%
decreased by 14.14%
Analysis last updated: Wednesday, August 5, 2026 at 09:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 15, 2017 to Jul 31, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 30% more than equivalent positive returns.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 14.89*** |
α ARCH Response to squared shocks | 0.2410 | 20.58*** |
β GARCH Volatility persistence | 0.6833 | 63.86*** |
γ leverage Additional response to negative shocks | 0.0712 | 3.07*** |
Persistence:
0.960
Half-life:
17 days
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