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

V-Lab

General Electric Co. MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:29.25% (-0.29%)

Analysis last updated: Friday, June 27, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0400	9.56
$β$	0.8029	80.18
$γ$	0.1049	17.02
$λ_{1}$	0.0126	2.33
$λ_{2}$	0.0556	3.18
$λ_{3}$	0.9412	49.81

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts