V-Lab
General Electric Co GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 28th, 2026
1 Day
31.98%
increased by 0.91%
1 Week
31.96%
increased by 0.89%
1 Month
31.90%
increased by 0.83%
Analysis last updated: Monday, July 27, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 24, 2026Model Insight
With persistence 0.995, volatility shocks have a half-life of 153 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 | 3.6307 | 5.41*** |
α ARCH Response to squared shocks | 0.0591 | 49.44*** |
β GARCH Volatility persistence | 0.9955 | 1,284.51*** |
ν DF Student-t tail thickness | 6.0967 | 12.07*** |
Persistence:
0.995
Half-life:
153 days
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