Citigroup Inc MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
44.33%
decreased by 7.04%
1 Week
49.45%
decreased by 1.92%
1 Month
50.78%
decreased by 0.59%
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 | |
|---|---|---|
| 51 | ||
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.5000 | 168.75 | |
| 9.9965 | 3.48 | |
| 0.0000 | 0.00 | |
| 0.0384 | 0.07 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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