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V-Lab

Cic Holdings Plc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, August 11th, 2026

1 Day

176.32%

decreased by 16.55%

1 Week

183.67%

decreased by 9.20%

1 Month

206.90%

increased by 14.03%

Analysis last updated: Tuesday, August 11, 2026 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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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 7, 2026

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

350.9473
2.87***
α

ARCH

Response to squared shocks

0.0790
39.50***
β

GARCH

Volatility persistence

0.9764
107.37***
ν

DF

Student-t tail thickness

2.0101
1,693.46***

Persistence:

0.976

Half-life:

29 days