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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Azio AI Holdings Inc GAS-GARCH-T

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 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

ParameterValuet-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