Citigroup Inc APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.09% (+2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0307 | 24.35 | |
| 0.0643 | 27.92 | |
| 0.9357 | 523.03 | |
| 0.4323 | 22.74 | |
| 1.3533 | 33.02 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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