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	param	t-stat
$ω$	0.0294	13.48
$α$	0.0279	16.46
$β$	0.9374	645.61
$γ$	0.0640	16.53

V-Lab

Citigroup Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:42.18% (-1.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Citigroup Inc Analyses