V-Lab: General Electric Co. EGARCH Volatility Analysis

V-Lab

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V-Lab

General Electric Co. EGARCH Volatility Analysis

Volatility Prediction for Wednesday, March 19th, 2025:28.53% (-0.37%)

Analysis last updated: Tuesday, March 18, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0117	7.00
$α$	0.1010	33.14
$β$	0.9936	1,678.36
$γ$	-0.0491	-21.24

Estimation Period:
Jan 2, 1990 to Mar 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts