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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 23, 2025 to Aug 14, 2026Boundary 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
| Parameter | Value | t-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
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