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{name} Model Equation

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Param	Value	t-stat
ωconst	5.0000	3.41***
αARCH	0.1675	2.46**
βGARCH	0.7726	16.47***
γleverage	-0.0003	0.00

Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	3.41***
α ARCH Response to squared shocks	0.1675	2.46**
β GARCH Volatility persistence	0.7726	16.47***
γ leverage Additional response to negative shocks	-0.0003	0.00

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Azio AI Holdings Inc GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

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