CIT Group Inc MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 4th, 2022):
1 Day
36.90%
1 Week
37.13%
1 Month
38.01%
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 | |
|---|---|---|
| 66 | ||
| 0.0083 | 4.03 | |
| 0.8839 | 236.71 | |
| 0.1735 | 32.40 | |
| 0.0210 | 3.40 | |
| 0.0060 | 3.29 | |
| 0.9901 | 323.78 |
Estimation Period:
Dec 10, 2009 to Dec 31, 2021
Dec 10, 2009 to Dec 31, 2021
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