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{name} Model Equation

How returns affect tomorrow's volatility

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	1.4930	6.48***
αARCH	0.2464	4.16***
βGARCH	0.5858	6.97***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4930	6.48***
α ARCH Response to squared shocks	0.2464	4.16***
β GARCH Volatility persistence	0.5858	6.97***

V-Lab

Azio AI Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Azio AI Holdings Inc Analyses