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	param	t-stat
$ω$	0.0293	13.48
$α$	0.0278	16.46
$β$	0.9376	647.95
$γ$	0.0638	16.51

V-Lab

Citigroup Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 25th, 2026:42.47% (-0.97%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Citigroup Inc Analyses