V-Lab: General Electric Co. AGARCH Volatility Analysis

V-Lab

General Electric Co. AGARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:28.15% (-0.82%)

Analysis last updated: Friday, June 20, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0035	2.13
$α$	0.0551	38.33
$β$	0.9420	627.14
$γ$	0.5102	20.23

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts