Citizens Financial Group Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.09% (+3.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3998 | 6.56 | |
| 0.0857 | 16.82 | |
| 0.9673 | 171.47 | |
| 5.7261 | 4.36 |
Estimation Period:
Sep 24, 2014 to Feb 6, 2026
Sep 24, 2014 to Feb 6, 2026
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