CBOE Volatility Index

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	param	t-stat
$ω$	1.4329	14.37
$α$	0.2132	12.70
$β$	0.6026	29.24
$γ$	-0.0558	-1.87

V-Lab

Citi Pharma Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:42.76% (-3.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Citi Pharma Ltd Analyses