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{name} Model Equation

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Param	Value	t-stat
ωconst	5.0000	3.38***
αARCH	0.1671	2.45**
βGARCH	0.7739	16.63***
γleverage	-0.0004	0.00

Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	3.38***
α ARCH Response to squared shocks	0.1671	2.45**
β GARCH Volatility persistence	0.7739	16.63***
γ leverage Additional response to negative shocks	-0.0004	0.00

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Azio AI Holdings Inc GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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