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	param	t-stat
$ω$	1.0598	5.87
$α$	0.0788	8.43
$β$	0.8925	78.14
$γ_{1}$	0.0354	0.87
$γ_{2}$	-0.0347	-0.53
$γ_{3}$	-0.0774	-1.76
$γ_{4}$	0.2139	6.76
$γ_{5}$	-0.2592	-8.89
$γ_{6}$	0.1907	6.19
$γ_{7}$	-0.0861	-2.72
$γ_{8}$	0.0238	0.51

V-Lab

Citigroup Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:37.76% (+9.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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