V-Lab
Azio AI Holdings Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
169.72%
decreased by 5.95%
1 Week
161.88%
decreased by 13.79%
1 Month
144.41%
decreased by 31.26%
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 15% more than equivalent positive returns. The volatility power δ = 1.14 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 4.89*** |
α ARCH Response to squared shocks | 0.2837 | 28.98*** |
β GARCH Volatility persistence | 0.6745 | 50.61*** |
γ leverage Additional response to negative shocks | 0.0597 | 3.79*** |
δ power Transformation power | 1.1391 | 11.05*** |
Persistence:
0.904
Half-life:
7 days
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