V-Lab: General Electric Co. MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

General Electric Co. MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:36.58% (-1.15%)

Analysis last updated: Friday, December 20, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0381	10.00
$β$	0.8216	84.55
$γ$	0.0955	15.87
$λ_{1}$	0.0116	2.44
$λ_{2}$	0.0513	3.24
$λ_{3}$	0.9457	55.24

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts