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

V-Lab

General Electric Co. MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:26.74% (-0.54%)

Analysis last updated: Friday, July 25, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0399	9.57
$β$	0.8034	80.11
$γ$	0.1045	17.00
$λ_{1}$	0.0128	2.33
$λ_{2}$	0.0559	3.16
$λ_{3}$	0.9407	48.99

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts