Citigroup Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:37.47% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.0251 | 6.37 | |
| 0.0666 | 72.21 | |
| 0.9970 | 2,286.61 | |
| 5.9479 | 18.37 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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