CIT Group Inc Zero Slope Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 4th, 2022):
1 Day
48.17%
1 Week
48.23%
1 Month
48.39%
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 | |
|---|---|---|
| 0.7804 | 3.80 | |
| 0.1036 | 5.39 | |
| 0.8353 | 30.50 | |
| -0.1945 | -1.12 | |
| 0.3683 | 1.32 | |
| -0.3434 | -1.38 | |
| 0.3874 | 1.78 | |
| -0.3443 | -2.90 |
Estimation Period:
Dec 10, 2009 to Dec 31, 2021
Dec 10, 2009 to Dec 31, 2021
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