Citigroup Inc Asy. MEM Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
30.93%
decreased by 0.28%
1 Week
31.22%
increased by 0.01%
1 Month
32.35%
increased by 1.14%
Analysis last updated: Tuesday, June 9, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 4.63 | |
| 0.1496 | 23.33 | |
| 0.8047 | 253.21 | |
| 0.0854 | 6.84 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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