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V-Lab

CID Holdco Inc APARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

196.92%

increased by 21.99%

1 Week

177.97%

increased by 3.04%

1 Month

148.96%

decreased by 25.97%

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

Date Range:

from

to

6M ·

1Y ·

All

graph of CID Holdco Inc APARCH

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

This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible. The volatility power δ = 0.86 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0000
2.36**
α

ARCH

Response to squared shocks

0.1023
5.59***
β

GARCH

Volatility persistence

0.7576
32.02***
γ

leverage

Additional response to negative shocks

0.8026
2.87***
δ

power

Transformation power

0.8611
5.32***

Persistence:

0.835

Half-life:

4 days