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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

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 7, 2026

Model 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

ParameterValuet-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