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

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General Electric Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:27.06% (+4.72%)

Analysis last updated: Friday, October 10, 2025 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0395	9.50
$β$	0.8034	79.30
$γ$	0.1041	17.01
$λ_{1}$	0.0132	2.30
$λ_{2}$	0.0573	3.08
$λ_{3}$	0.9391	46.48

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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