CIT Group Inc MEM Volatility Analysis
Inactive
Last recorded values (Tuesday, January 4th, 2022):
1 Day
48.43%
1 Week
47.85%
1 Month
45.76%
Analysis last updated: Monday, January 3, 2022 at 10:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0889 | 6.71 | |
| 0.1933 | 31.87 | |
| 0.7848 | 182.94 |
Estimation Period:
Dec 10, 2009 to Dec 31, 2021
Dec 10, 2009 to Dec 31, 2021
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