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
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 2 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-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*** |
Spline Coefficients
K=10
| γ1 | -0.5788 | -0.36 |
| γ2 | 0.8211 | 0.40 |
| γ3 | 0.6287 | 0.51 |
| γ4 | -2.9619 | -2.12** |
| γ5 | 4.1766 | 3.26*** |
| γ6 | -3.4234 | -3.15*** |
| γ7 | 2.5967 | 2.26** |
| γ8 | -2.9669 | -2.39** |
| γ9 | 4.5380 | 3.32*** |
| γ10 | -7.3425 | -3.35*** |
Persistence:
0.711
Half-life:
2 days
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