Citigroup Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.65%
decreased by 0.52%
1 Week
26.86%
decreased by 0.31%
1 Month
27.64%
increased by 0.47%
Analysis last updated: Friday, June 12, 2026 at 11:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 13.54 | |
| 0.0276 | 16.41 | |
| 0.9375 | 650.56 | |
| 0.0641 | 16.68 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other Citigroup Inc Analyses
Other GJR-GARCH Analyses on Equities