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V-Lab

CID Holdco Inc MF2-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

147.59%

decreased by 0.30%

1 Week

173.38%

increased by 25.49%

1 Month

181.31%

increased by 33.42%

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

Date Range:

from

to

6M ·

1Y ·

All

graph of CID Holdco Inc MF2-GARCH

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

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 169% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
α

ARCH

Response to squared shocks

0.5183
22.84***
β

GARCH

Volatility persistence

0.0000
0.00
γ

leverage

Additional response to negative shocks

-0.3254
-7.73***
λ₁

tau intercept

Baseline long-term coefficient

133.9544

Persistence:

0.356

Half-life:

1 days