V-Lab: CIT Group Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

CIT Group Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, January 4th, 2022:48.21% (+5.35%)

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
$ω$	7.3338	3.99
$α$	0.0995	44.52
$β$	0.9926	558.26
$ν$	5	15.50

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