V-Lab
General Electric Co GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
34.54%
decreased by 1.00%
1 Week
34.50%
decreased by 1.04%
1 Month
34.36%
decreased by 1.18%
Analysis last updated: Friday, August 21, 2026 at 10:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 21, 2026Model Insight
With persistence 0.996, volatility shocks have a half-life of 156 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 6.10 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.6471 | 5.43*** |
α ARCH Response to squared shocks | 0.0588 | 49.82*** |
β GARCH Volatility persistence | 0.9956 | 1,309.94*** |
ν DF Student-t tail thickness | 6.1036 | 12.15*** |
Persistence:
0.996
Half-life:
156 days
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