V-Lab: General Electric Co. EGARCH Volatility Analysis

V-Lab

General Electric Co. EGARCH Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:22.93% (-0.10%)

Analysis last updated: Friday, August 1, 2025 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0124	7.24
$α$	0.1048	33.23
$β$	0.9932	1,625.55
$γ$	-0.0514	-21.65

Estimation Period:
Jan 2, 1990 to Aug 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts