Citigroup Inc Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.39% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0482 | 4.63 | |
| 0.1509 | 23.43 | |
| 0.8033 | 250.40 | |
| 0.0857 | 6.85 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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