Citigroup Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.66% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.9961 | 6.36 | |
| 0.0665 | 72.15 | |
| 0.9970 | 2,276.15 | |
| 5.9489 | 18.32 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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