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

V-Lab

General Electric Co. GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:33.40% (+0.72%)

Analysis last updated: Thursday, May 8, 2025 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.6391	5.39
$α$	0.0609	49.16
$β$	0.9953	1,230.32
$ν$	6.0801	12.10

Estimation Period:
Jan 2, 1990 to May 2, 2025