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	param	t-stat
$m$	66
$α$	0.0083	4.03
$β$	0.8839	236.71
$γ$	0.1735	32.40
$λ_{1}$	0.0210	3.40
$λ_{2}$	0.0060	3.29
$λ_{3}$	0.9901	323.78

V-Lab

CIT Group Inc MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CIT Group Inc Analyses