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	param	t-stat
$ω$	1.0439	5.73
$α$	0.0789	8.45
$β$	0.8925	78.33
$γ_{1}$	0.0324	0.79
$γ_{2}$	-0.0317	-0.48
$γ_{3}$	-0.0754	-1.71
$γ_{4}$	0.2089	6.60
$γ_{5}$	-0.2525	-8.66
$γ_{6}$	0.1834	6.02
$γ_{7}$	-0.0777	-2.69
$γ_{8}$	0.0082	0.38

V-Lab

Citigroup Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:37.41% (-1.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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