Citigroup Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
32.48%
unchanged at 0.00%
1 Week
32.48%
unchanged at 0.00%
1 Month
32.48%
unchanged at 0.00%
Analysis last updated: Wednesday, June 10, 2026 at 12:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1510 | 4.36 | |
| 0.0000 | 0.00 | |
| 0.9283 | 2.24 | |
| 1.5167 | 0.84 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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