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

V-Lab

General Electric Co. GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:43.31% (-0.74%)

Analysis last updated: Thursday, May 8, 2025 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0130	8.11
$α$	0.0194	11.10
$β$	0.9535	700.05
$γ$	0.0515	13.02

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

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Volatility Forecasts

Volatility Forecasts