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V-Lab

CID Holdco Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

148.99%

decreased by 111.50%

1 Week

170.73%

decreased by 89.76%

1 Month

204.62%

decreased by 55.87%

Analysis last updated: Friday, August 21, 2026 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of CID Holdco Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 23, 2025 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days. Returns follow a Student-t distribution with v = 2.72 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

206.2830
2.60***
α

ARCH

Response to squared shocks

0.3063
10.82***
β

GARCH

Volatility persistence

0.8667
18.23***
ν

DF

Student-t tail thickness

2.7178
11.64***

Persistence:

0.867

Half-life:

5 days