Citigroup Inc APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:37.86% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 24.36 | |
| 0.0646 | 27.95 | |
| 0.9354 | 521.41 | |
| 0.4303 | 22.78 | |
| 1.3558 | 33.08 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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