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

V-Lab

General Electric Co. MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:29.24% (-0.50%)

Analysis last updated: Saturday, May 31, 2025 at 03:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0402	9.54
$β$	0.8021	79.52
$γ$	0.1049	16.97
$λ_{1}$	0.0125	2.31
$λ_{2}$	0.0561	3.17
$λ_{3}$	0.9407	49.24

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts