Skip to main content
V-Lab

Cic Holdings Plc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

222.14%

decreased by 22.81%

1 Week

228.21%

decreased by 16.74%

1 Month

247.94%

increased by 2.99%

Analysis last updated: Sunday, August 23, 2026 at 01:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cic Holdings Plc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 18, 2008 to Aug 21, 2026
Extended Optimization

Model Insight

The estimated Student-t degrees of freedom v = 2.01 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

432.9892
2.86***
α

ARCH

Response to squared shocks

0.0789
39.83***
β

GARCH

Volatility persistence

0.9766
108.27***
ν

DF

Student-t tail thickness

2.0082
2,100.66***

Persistence:

0.977

Half-life:

29 days