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V-Lab

CID Holdco Inc AGARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

134.36%

decreased by 51.04%

1 Week

126.14%

decreased by 59.26%

1 Month

122.72%

decreased by 62.68%

Analysis last updated: Friday, August 14, 2026 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of CID Holdco Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 23, 2025 to Aug 14, 2026
Boundary Parameters

Model Insight

The news-impact curve is shifted (γ = 10.00) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

15.0000
2.69***
α

ARCH

Response to squared shocks

0.1861
6.34***
β

GARCH

Volatility persistence

0.2412
36.36***
γ

leverage

Additional response to negative shocks

10.0000
9.77***

Persistence:

0.427

Half-life:

1 days