Citizens Financial Group Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.86% (+5.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0205 | 5.81 | |
| 0.8674 | 161.41 | |
| 0.1200 | 19.10 | |
| 0.0024 | 0.61 | |
| 0.0052 | 5.87 | |
| 0.9946 | 587.13 |
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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