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

V-Lab

General Electric Co. GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:25.85% (-0.39%)

Analysis last updated: Friday, July 25, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0138	8.40
$α$	0.0198	11.25
$β$	0.9522	688.03
$γ$	0.0523	12.98

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

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