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

V-Lab

General Electric Co. GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:30.43% (-0.63%)

Analysis last updated: Thursday, July 3, 2025 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0136	8.34
$α$	0.0197	11.19
$β$	0.9526	691.26
$γ$	0.0521	13.00

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

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Volatility Forecasts

Volatility Forecasts