V-Lab
Azio AI Holdings Inc GARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
122.14%
increased by 2.16%
1 Week
125.22%
increased by 5.24%
1 Month
133.40%
increased by 13.42%
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 12 trading days, meaning a shock loses half its impact after approximately 12 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 13.50*** |
α ARCH Response to squared shocks | 0.1687 | 15.50*** |
β GARCH Volatility persistence | 0.7739 | 66.80*** |
Persistence:
0.943
Half-life:
12 days
Other Azio AI Holdings Inc Analyses
Other GARCH Analyses on Equities