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

V-Lab

General Electric Co. GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:38.52% (-0.82%)

Analysis last updated: Friday, May 16, 2025 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0132	8.19
$α$	0.0194	11.09
$β$	0.9533	695.82
$γ$	0.0516	13.01

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts