V-Lab: Citigroup Inc Asy. Power MEM Volatility Analysis

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V-Lab

Citigroup Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:31.17% (-0.85%)

Analysis last updated: Tuesday, April 23, 2024 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0615	8.84
$α$	0.1937	70.81
$β$	0.7985	263.27
$γ$	0.1311	24.40
$δ$	1.5721	12.19

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts