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	param	t-stat
$ω$	0.0292	13.46
$α$	0.0276	16.41
$β$	0.9377	648.50
$γ$	0.0638	16.54

V-Lab

Citigroup Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:31.92% (+3.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Citigroup Inc Analyses