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	param	t-stat
$m$	66
$α$	0.0197	9.97
$β$	0.8849	237.81
$γ$	0.1106	29.91
$λ_{1}$	0.0075	5.88
$λ_{2}$	0.0294	6.11
$λ_{3}$	0.9693	186.34

V-Lab

Citigroup Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.92% (+2.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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