Citigroup Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
30.74%
decreased by 1.33%
1 Week
30.85%
decreased by 1.22%
1 Month
31.25%
decreased by 0.82%
Analysis last updated: Monday, June 8, 2026 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.9560 | 6.32 | |
| 0.0664 | 72.23 | |
| 0.9969 | 2,245.35 | |
| 5.9472 | 18.20 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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