V-Lab: Citigroup Inc Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Citigroup Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:28.42% (-0.34%)

Analysis last updated: Friday, April 26, 2024 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0616	8.85
$α$	0.1939	70.86
$β$	0.7983	263.04
$γ$	0.1312	24.42
$δ$	1.5713	12.19

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts