Citigroup Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.18% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 11.54 | |
| 0.1291 | 31.36 | |
| 0.9900 | 1,689.40 | |
| -0.0585 | -20.75 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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