Citizens Financial Group Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.00% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 8.46 | |
| 0.1402 | 20.03 | |
| 0.9732 | 533.53 | |
| -0.0893 | -15.22 |
Estimation Period:
Sep 24, 2014 to Feb 13, 2026
Sep 24, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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