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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 23, 2025 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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