V-Lab
V-Lab
General Electric Co. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:33.12% (-0.72%)
Analysis last updated: Saturday, May 31, 2025 at 03:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of General Electric Co. GJR-GARCH
paramt-stat
ω0.01348.26
α0.019511.12
β0.9529691.01
γ0.051913.01
Estimation Period:
Jan 2, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts