CIT Group Inc Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 4th, 2022):
1 Day
39.26%
1 Week
37.63%
1 Month
33.47%
Analysis last updated: Monday, January 3, 2022 at 10:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9114 | 4.43 | |
| 0.1075 | 5.22 | |
| 0.8062 | 25.25 | |
| 0.1556 | 0.46 | |
| -0.4090 | -0.74 | |
| 0.6986 | 1.43 | |
| -0.9198 | -1.70 | |
| 0.7961 | 1.64 | |
| -0.1175 | -0.31 | |
| -1.0715 | -1.60 |
Estimation Period:
Dec 10, 2009 to Dec 31, 2021
Dec 10, 2009 to Dec 31, 2021
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