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	param	t-stat
$ω$	1.0431	5.73
$α$	0.0788	8.42
$β$	0.8926	78.18
$γ_{1}$	0.0322	0.79
$γ_{2}$	-0.0311	-0.48
$γ_{3}$	-0.0764	-1.74
$γ_{4}$	0.2101	6.64
$γ_{5}$	-0.2534	-8.68
$γ_{6}$	0.1836	6.02
$γ_{7}$	-0.0774	-2.68
$γ_{8}$	0.0080	0.37

V-Lab

Citigroup Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:37.29% (+9.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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