V-Lab
Azio AI Holdings Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
147.21%
increased by 20.43%
1 Week
144.63%
increased by 17.85%
1 Month
140.89%
increased by 14.11%
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 3 trading days, meaning a shock loses half its impact after approximately 3 days. Returns follow a Student-t distribution with v = 3.03 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 76.3341 | 7.13*** |
α ARCH Response to squared shocks | 0.1722 | 12.63*** |
β GARCH Volatility persistence | 0.8137 | 31.68*** |
ν DF Student-t tail thickness | 3.0321 | 9.78*** |
Persistence:
0.814
Half-life:
3 days
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