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, June 2nd, 2025:27.88% (-0.99%)

Analysis last updated: Saturday, May 31, 2025 at 03:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5956	5.36
$α$	0.0610	48.51
$β$	0.9952	1,194.74
$ν$	6.0676	11.98

Estimation Period:
Jan 2, 1990 to May 30, 2025