V-Lab: General Electric Co GAS-GARCH Student T Volatility Analysis

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V-Lab

General Electric Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:37.35% (-1.65%)

Analysis last updated: Friday, April 26, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5792	5.21
$α$	0.0624	47.07
$β$	0.9952	1143.87
$ν$	6	11.07

Estimation Period:
Jan 2, 1990 to Apr 26, 2024