V-Lab
CID Holdco Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
138.00%
decreased by 17.66%
1 Week
155.23%
decreased by 0.43%
1 Month
180.38%
increased by 24.72%
Analysis last updated: Friday, August 7, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 23, 2025 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days. Returns follow a Student-t distribution with v = 2.95 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 | 152.4989 | 3.01*** |
α ARCH Response to squared shocks | 0.3074 | 9.76*** |
β GARCH Volatility persistence | 0.8483 | 17.95*** |
ν DF Student-t tail thickness | 2.9515 | 8.89*** |
Persistence:
0.848
Half-life:
4 days
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