General Electric Co Asy. MEM Volatility Analysis
Volatility prediction for Thursday, July 16th, 2026
1 Day
25.42%
decreased by 0.72%
1 Week
25.61%
decreased by 0.53%
1 Month
26.34%
increased by 0.20%
Analysis last updated: Wednesday, July 15, 2026 at 10:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 10, 2026Model Insight
With persistence 0.995, volatility shocks have a half-life of 138 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Leverage: Negative returns increase volatility 54% more than positive returns
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0323 | 27.10*** |
α ARCH Response to squared shocks | 0.1325 | 43.43*** |
β GARCH Volatility persistence | 0.8265 | 368.66*** |
γ leverage Additional response to negative shocks | 0.0720 | 13.61*** |
Persistence:
0.995
Half-life:
138 days
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