V-Lab: General Electric Co EGARCH Volatility Analysis

V-Lab

General Electric Co EGARCH Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:20.89% (+0.74%)

Analysis last updated: Wednesday, September 17, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0123	7.26
$α$	0.1042	33.20
$β$	0.9933	1,639.05
$γ$	-0.0510	-21.58

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts