V-Lab: General Electric Co. APARCH Volatility Analysis

V-Lab

General Electric Co. APARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:27.81% (-0.71%)

Analysis last updated: Thursday, July 3, 2025 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0162	20.02
$α$	0.0484	25.65
$β$	0.9516	619.51
$γ$	0.4960	21.88
$δ$	1.3771	32.57

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts