CIT Group Inc GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 4th, 2022):
1 Day
44.96%
1 Week
44.34%
1 Month
42.22%
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 | |
|---|---|---|
| 0.1253 | 13.98 | |
| 0.1005 | 21.51 | |
| 0.8697 | 164.63 |
Estimation Period:
Dec 10, 2009 to Dec 31, 2021
Dec 10, 2009 to Dec 31, 2021
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