V-Lab
Citigroup Inc MEM Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:32.37% (-1.99%)
Analysis last updated: Friday, April 19, 2024 at 10:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0488 | 4.04 | |
| 0.1983 | 33.97 | |
| 0.7991 | 310.95 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024