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

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General Electric Co MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 17th, 2025:25.12% (-0.79%)

Analysis last updated: Tuesday, December 16, 2025 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0389	9.51
$β$	0.8057	80.30
$γ$	0.1035	17.00
$λ_{1}$	0.0131	2.32
$λ_{2}$	0.0565	3.10
$λ_{3}$	0.9399	47.52

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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