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 Monday, April 21st, 2025:42.00% (-2.05%)

Analysis last updated: Thursday, April 17, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.6573	5.38
$α$	0.0610	49.12
$β$	0.9954	1,238.00
$ν$	6.0862	12.11

Estimation Period:
Jan 2, 1990 to Apr 17, 2025