V-Lab: General Electric Co. GJR-GARCH Volatility Analysis

V-Lab

General Electric Co. GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:28.57% (-0.47%)

Analysis last updated: Friday, June 27, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0137	8.35
$α$	0.0197	11.19
$β$	0.9524	687.66
$γ$	0.0523	12.99

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts