CIT Group Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 4th, 2022):
1 Day
39.44%
1 Week
39.37%
1 Month
39.14%
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 | |
|---|---|---|
| 0.0278 | 5.79 | |
| 0.1361 | 22.58 | |
| 0.9838 | 556.77 | |
| -0.1081 | -24.48 |
Estimation Period:
Dec 10, 2009 to Dec 31, 2021
Dec 10, 2009 to Dec 31, 2021
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