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 Tuesday, March 11th, 2025:28.95% (-0.85%)

Analysis last updated: Tuesday, March 11, 2025 at 02:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5517	5.33
$α$	0.0605	47.27
$β$	0.9953	1199.12
$ν$	6	11.49

Estimation Period:
Jan 2, 1990 to Mar 7, 2025