Citigroup Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.12% (+5.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.9471 | 6.34 | |
| 0.0665 | 71.98 | |
| 0.9969 | 2,250.43 | |
| 5.9478 | 18.28 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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