Skip to main content
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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Azio AI Holdings Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 15, 2017 to Jul 31, 2026

Model 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

ParameterValuet-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