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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	1.0000	1.23
αARCH	0.2828	7.23***
βGARCH	0.6733	12.57***
γleverage	0.0571	0.91
δpower	1.1345	2.76***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	1.23
α ARCH Response to squared shocks	0.2828	7.23***
β GARCH Volatility persistence	0.6733	12.57***
γ leverage Additional response to negative shocks	0.0571	0.91
δ power Transformation power	1.1345	2.76***

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Azio AI Holdings Inc Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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