Citigroup Inc AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
32.84%
decreased by 10.96%
1 Week
35.40%
decreased by 8.40%
1 Month
35.95%
decreased by 7.85%
Analysis last updated: Tuesday, June 9, 2026 at 01:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3059 | 17.97 | |
| 0.1214 | 8.75 | |
| 0.0000 | 0.00 | |
| 4.2978 | 16.98 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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