CIT Group Inc Asy. MEM Volatility Analysis
Inactive
Last recorded values (Tuesday, January 4th, 2022):
1 Day
43.81%
1 Week
43.44%
1 Month
42.06%
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 | |
|---|---|---|
| 0.0626 | 17.61 | |
| 0.0974 | 25.23 | |
| 0.8335 | 231.86 | |
| 0.1044 | 12.34 |
Estimation Period:
Dec 10, 2009 to Dec 31, 2021
Dec 10, 2009 to Dec 31, 2021
Other CIT Group Inc Analyses
Other Asy. MEM Analyses on Equities