V-Lab
CID Holdco Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
133.60%
increased by 43.24%
1 Week
146.87%
increased by 56.51%
1 Month
167.09%
increased by 76.73%
Analysis last updated: Friday, July 24, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 23, 2025 to Jul 24, 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 = 3.42 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 | 128.8661 | 2.96*** |
α ARCH Response to squared shocks | 0.3418 | 8.65*** |
β GARCH Volatility persistence | 0.8525 | 17.79*** |
ν DF Student-t tail thickness | 3.4213 | 6.49*** |
Persistence:
0.852
Half-life:
4 days
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