Citigroup Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
33.74%
decreased by 3.53%
1 Week
34.92%
decreased by 2.35%
1 Month
35.52%
decreased by 1.75%
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 | |
|---|---|---|
| 2.3532 | 5.40 | |
| 0.0000 | 0.00 | |
| 0.3928 | 4.10 | |
| 0.2846 | 2.51 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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