Citigroup Inc Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.55% (+3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0480 | 4.63 | |
| 0.1498 | 23.24 | |
| 0.8041 | 251.52 | |
| 0.0861 | 6.85 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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