V-Lab
Azio AI Holdings Inc APARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
125.91%
increased by 6.54%
1 Week
130.51%
increased by 11.14%
1 Month
143.70%
increased by 24.33%
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
Volatility shocks decay with a half-life of 13 trading days, meaning a shock loses half its impact after approximately 13 days. The volatility power δ = 1.25 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
σ
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 3.79*** |
α ARCH Response to squared shocks | 0.1775 | 14.94*** |
β GARCH Volatility persistence | 0.8038 | 66.83*** |
γ leverage Additional response to negative shocks | -0.0120 | -0.35 |
δ power Transformation power | 1.2527 | 9.91*** |
Persistence:
0.949
Half-life:
13 days
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