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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

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Date Range:

from

10/02/2024

to

10/02/2026

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Azio AI Holdings Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 15, 2017 to Oct 2, 2026
Boundary 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
ParamValuet-stat
ωconst5.0000
3.40***
αARCH0.1676
2.45**
βGARCH0.7727
16.49***
γleverage0.0002
0.00

0.940

Persistence

11d

Half-life
σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-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