V-Lab: General Electric Co. MEM Volatility Analysis

V-Lab

General Electric Co. MEM Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:31.70% (+2.65%)

Analysis last updated: Tuesday, July 1, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0354	7.52
$α$	0.1910	55.50
$β$	0.8039	324.27

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts