Citigroup Inc EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
34.76%
decreased by 4.24%
1 Week
34.11%
decreased by 4.89%
1 Month
34.01%
decreased by 4.99%
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 | |
|---|---|---|
| 1.7223 | 9.64 | |
| -0.3237 | -6.52 | |
| -0.1318 | -1.25 | |
| -0.2669 | -6.18 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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