V-Lab
CIT Group Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 4th, 2022:44.96% (+2.61%)
Analysis last updated: Monday, January 3, 2022 at 10:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1253 | 13.98 | |
| 0.1005 | 21.51 | |
| 0.8697 | 164.63 |
Estimation Period:
Dec 10, 2009 to Dec 31, 2021
Dec 10, 2009 to Dec 31, 2021