V-Lab: General Electric Co. AGARCH Volatility Analysis

V-Lab

General Electric Co. AGARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:24.89% (-0.34%)

Analysis last updated: Monday, July 14, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0035	2.14
$α$	0.0551	38.36
$β$	0.9420	629.68
$γ$	0.5104	20.24

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts