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, July 28th, 2025:26.92% (-0.08%)

Analysis last updated: Friday, July 25, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5825	5.36
$α$	0.0607	48.47
$β$	0.9952	1,201.98
$ν$	6.0820	11.90

Estimation Period:
Jan 2, 1990 to Jul 25, 2025