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	param	t-stat
$ω$	1.0610	5.87
$α$	0.0788	8.45
$β$	0.8925	78.25
$γ_{1}$	0.0355	0.88
$γ_{2}$	-0.0351	-0.54
$γ_{3}$	-0.0766	-1.74
$γ_{4}$	0.2130	6.73
$γ_{5}$	-0.2587	-8.89
$γ_{6}$	0.1909	6.21
$γ_{7}$	-0.0872	-2.75
$γ_{8}$	0.0263	0.56

V-Lab

Citigroup Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:41.87% (+3.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Citigroup Inc Analyses