CIT Group Inc Asy. Power MEM Volatility Analysis
Inactive
Last recorded values (Tuesday, January 4th, 2022):
1 Day
46.04%
1 Week
41.92%
1 Month
31.60%
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 | |
|---|---|---|
| 0.0357 | 17.38 | |
| 0.1856 | 47.69 | |
| 0.8023 | 195.78 | |
| 0.1977 | 20.80 | |
| 0.5718 | 8.40 |
Estimation Period:
Dec 10, 2009 to Dec 31, 2021
Dec 10, 2009 to Dec 31, 2021
Other CIT Group Inc Analyses
Other Asy. Power MEM Analyses on Equities