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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0136	8.38***
α ARCH Response to squared shocks	0.0194	11.26***
β GARCH Volatility persistence	0.9528	709.42***
γ leverage Additional response to negative shocks	0.0524	13.32***

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General Electric Co GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other General Electric Co Analyses