Like others suggested, a dash (not a hyphen, be careful) or a colon are the most appropriated choices, but I'd exclude the comma. The examples would be as follows:
- I am curious — what is the time?
- I am curious: what is the time?
The comma must be excluded because it would constitute a comma splice, since it must be used along with a coordinator (and, but, not, so, etc). A semicolon can be adopted but sometimes it requires a conjunctive adverb at the beginning of the second clause (see hence, for example), so it depends on the case.
You don't have to end the sentence with a period; in this case you wouldn't. A period separates completely two ideas and in your example they are related so a period would not be advisable.
What's sure is that you can't avoid to use something. If you don't put anything between the two clauses, you'll end up writing a run-on sentence. In order to make it clearer about it, look at the example below, which shows a run-on sentence. It doesn't make much sense:
I am curious what is the time?
You can understand its meaning of course, but considering syntax rules, it's grammatically incorrect.
Best Answer
We noticed you reported working hours for the 4th of July, while most companies observed that day as a holiday. Can you please confirm? ..... this is very correct, so you could say :
While most companies observed that day as a holiday, we noticed you reported working hours for the 4th of July. could you please confirm?