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 Wednesday, February 5th, 2025:44.42% (-1.85%)

Analysis last updated: Tuesday, February 4, 2025 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.6990	5.37
$α$	0.0620	49.21
$β$	0.9953	1228.80
$ν$	6	12.07

Estimation Period:
Jan 2, 1990 to Jan 31, 2025