V-Lab
Citigroup Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:25.23% (-0.38%)
Analysis last updated: Friday, April 26, 2024 at 09:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 12.80 | |
| 0.0286 | 16.28 | |
| 0.9380 | 609.07 | |
| 0.0619 | 15.62 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024
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