Citigroup Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.14% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0089 | 2.54 | |
| 0.0688 | 35.66 | |
| 0.9263 | 562.39 | |
| 0.6790 | 20.67 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equities