V-Lab: CIT Group Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

CIT Group Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 4th, 2022:48.17% (+2.63%)

Analysis last updated: Monday, January 3, 2022 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7804	3.80
$α$	0.1036	5.39
$β$	0.8353	30.50
$γ_{1}$	-0.1945	-1.12
$γ_{2}$	0.3683	1.32
$γ_{3}$	-0.3434	-1.38
$γ_{4}$	0.3874	1.78
$γ_{5}$	-0.3443	-2.90

Estimation Period:
Dec 10, 2009 to Dec 31, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts