V-Lab
Azio AI Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
117.41%
decreased by 8.47%
1 Week
134.51%
increased by 8.63%
1 Month
153.07%
increased by 27.19%
Analysis last updated: Tuesday, August 25, 2026 at 09:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 15, 2017 to Aug 21, 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 | 1.4159 | 2.53** |
α ARCH Response to squared shocks | 0.2706 | 4.07*** |
β GARCH Volatility persistence | 0.5129 | 4.47*** |
Spline Coefficients
K=10
| γ1 | -0.5485 | -0.32 |
| γ2 | 0.8113 | 0.38 |
| γ3 | 0.5434 | 0.44 |
| γ4 | -2.8186 | -1.96* |
| γ5 | 4.0310 | 2.97*** |
| γ6 | -3.2364 | -2.86*** |
| γ7 | 2.1298 | 1.76* |
| γ8 | -1.7491 | -1.30 |
| γ9 | 1.8016 | 1.42 |
| γ10 | -1.4951 | -1.97** |
Persistence:
0.784
Half-life:
3 days
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