Citigroup Inc Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
29.93%
unchanged at 0.00%
1 Week
29.93%
unchanged at 0.00%
1 Month
29.93%
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 | |
|---|---|---|
| 1.0704 | 4.40 | |
| 0.0000 | 0.00 | |
| 0.9288 | 1.91 | |
| -2.1270 | -0.26 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
Other Citigroup Inc Analyses
Other Spline-GARCH Analyses on Depositary Receipts