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V-Lab

Azio AI Holdings Inc Spline-GARCH Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

96.33%

increased by 10.37%

1 Week

89.95%

increased by 3.99%

1 Month

83.61%

decreased by 2.35%

Analysis last updated: Wednesday, August 5, 2026 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Azio AI Holdings Inc SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 15, 2017 to Jul 31, 2026

Model 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 2 trading days.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.3516
2.72***
α

ARCH

Response to squared shocks

0.2835
3.70***
β

GARCH

Volatility persistence

0.4274
4.10***
γi Spline Coefficients
K=10
γ1-0.5788
-0.36
γ20.8211
0.40
γ30.6287
0.51
γ4-2.9619
-2.12**
γ54.1766
3.26***
γ6-3.4234
-3.15***
γ72.5967
2.26**
γ8-2.9669
-2.39**
γ94.5380
3.32***
γ10-7.3425
-3.35***

Persistence:

0.711

Half-life:

2 days