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	param	t-stat
$ω$	1.0609	5.86
$α$	0.0790	8.45
$β$	0.8923	78.15
$γ_{1}$	0.0356	0.88
$γ_{2}$	-0.0353	-0.54
$γ_{3}$	-0.0764	-1.74
$γ_{4}$	0.2128	6.73
$γ_{5}$	-0.2587	-8.89
$γ_{6}$	0.1911	6.21
$γ_{7}$	-0.0877	-2.77
$γ_{8}$	0.0279	0.60

V-Lab

Citigroup Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:39.71% (-1.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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