V-Lab
Azio AI Holdings Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, October 5th, 2026
1 Day
89.77%
decreased by 3.82%
1 Week
97.62%
increased by 4.03%
1 Month
116.50%
increased by 22.91%
Analysis last updated: Friday, October 2, 2026 at 10:20 PM UTC
Press Delete or Backspace to remove this series.
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 15, 2017 to Oct 2, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 11 trading days, meaning a shock loses half its impact after approximately 11 days.
σ
GJR-GARCH Model
Tap to view equation
Shock decay: Shocks decay with a 11-day half-life
| Param | Value | t-stat |
|---|---|---|
| ωconst | 5.0000 | 3.40*** |
| αARCH | 0.1676 | 2.45** |
| βGARCH | 0.7727 | 16.49*** |
| γleverage | 0.0002 | 0.00 |
0.940
Persistence11d
Half-lifeσ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 3.40*** |
α ARCH Response to squared shocks | 0.1676 | 2.45** |
β GARCH Volatility persistence | 0.7727 | 16.49*** |
γ leverage Additional response to negative shocks | 0.0002 | 0.00 |
Persistence:
0.940
Half-life:
11 days
Other Azio AI Holdings Inc Analyses
Other GJR-GARCH Analyses on Equities