Citizens Financial Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.69% (+5.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1312 | 13.17 | |
| 0.0195 | 6.97 | |
| 0.9029 | 221.73 | |
| 0.1012 | 9.92 |
Estimation Period:
Sep 24, 2014 to Feb 6, 2026
Sep 24, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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