V-Lab
CIT Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 4th, 2022:36.77% (-1.27%)
Analysis last updated: Monday, January 3, 2022 at 10:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0890 | 7.49 | |
| 0.0095 | 5.19 | |
| 0.8905 | 265.41 | |
| 0.1738 | 11.56 |
Estimation Period:
Dec 10, 2009 to Dec 31, 2021
Dec 10, 2009 to Dec 31, 2021
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