Citigroup Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.24% (+2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 11.49 | |
| 0.1288 | 31.29 | |
| 0.9900 | 1,689.44 | |
| -0.0585 | -20.74 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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