Citigroup Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
35.10%
unchanged at 0.00%
1 Week
35.10%
unchanged at 0.00%
1 Month
35.10%
unchanged at 0.00%
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 | |
|---|---|---|
| 4.8881 | 0.52 | |
| 0.0000 | 0.00 | |
| 0.8085 | 0.53 | |
| 7.8721 | 0.10 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
Other Citigroup Inc Analyses
Other GAS-GARCH Student T Analyses on Depositary Receipts