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

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General Electric Co MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:26.03% (-1.18%)

Analysis last updated: Thursday, November 27, 2025 at 12:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0395	9.44
$β$	0.8021	78.60
$γ$	0.1045	17.07
$λ_{1}$	0.0133	2.28
$λ_{2}$	0.0578	3.06
$λ_{3}$	0.9385	45.69

Estimation Period:
Jan 2, 1990 to Nov 26, 2025

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