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

V-Lab

| |

V-Lab

General Electric Co. GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:30.17% (-0.41%)

Analysis last updated: Tuesday, March 11, 2025 at 02:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0125	8.10
$α$	0.0190	11.01
$β$	0.9549	726.13
$γ$	0.0491	12.87

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts