V-Lab
Azio AI Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
129.77%
increased by 4.75%
1 Week
136.59%
increased by 11.57%
1 Month
144.39%
increased by 19.37%
Analysis last updated: Wednesday, August 5, 2026 at 09:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 15, 2017 to Jul 31, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 3 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.4166 | 2.57** |
α ARCH Response to squared shocks | 0.2737 | 4.01*** |
β GARCH Volatility persistence | 0.5036 | 4.36*** |
Spline Coefficients
K=10
| γ1 | -0.5132 | -0.30 |
| γ2 | 0.7273 | 0.34 |
| γ3 | 0.6718 | 0.52 |
| γ4 | -2.9762 | -1.98** |
| γ5 | 4.1473 | 2.97*** |
| γ6 | -3.3120 | -2.78*** |
| γ7 | 2.2838 | 1.82* |
| γ8 | -2.1013 | -1.57 |
| γ9 | 2.3360 | 1.95* |
| γ10 | -1.9383 | -2.71*** |
Persistence:
0.777
Half-life:
3 days
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