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	param	t-stat
$m$	66
$α$	0.0200	10.10
$β$	0.8848	238.50
$γ$	0.1105	29.93
$λ_{1}$	0.0075	5.92
$λ_{2}$	0.0293	6.14
$λ_{3}$	0.9695	188.29

V-Lab

Citigroup Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:38.13% (-1.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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