V-Lab: General Electric Co. GAS-GARCH Student T Volatility Analysis

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V-Lab

General Electric Co. GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:32.45% (+0.77%)

Analysis last updated: Friday, December 20, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5655	5.33
$α$	0.0611	47.18
$β$	0.9952	1187.63
$ν$	6	11.40

Estimation Period:
Jan 2, 1990 to Dec 20, 2024