Citigroup Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.63% (+7.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 19.30 | |
| 0.0618 | 35.43 | |
| 0.9360 | 594.28 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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