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

V-Lab

General Electric Co. MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:30.18% (+0.18%)

Analysis last updated: Thursday, May 8, 2025 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0402	9.59
$β$	0.8042	79.58
$γ$	0.1034	16.75
$λ_{1}$	0.0123	2.30
$λ_{2}$	0.0561	3.17
$λ_{3}$	0.9409	49.35

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts