Citi Pharma Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.01% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2204 | 6.52 | |
| 0.1407 | 3.68 | |
| 0.5472 | 4.36 | |
| 0.1968 | 0.78 | |
| 0.0585 | 0.14 | |
| -1.0702 | -2.30 |
Estimation Period:
Jul 9, 2021 to Feb 6, 2026
Jul 9, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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