Citigroup Inc AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:41.13% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 2.58 | |
| 0.0690 | 35.68 | |
| 0.9260 | 560.54 | |
| 0.6777 | 20.67 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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