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

V-Lab

| |

V-Lab

General Electric Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:30.58% (-1.26%)

Analysis last updated: Friday, May 3, 2024 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0403	10.93
$β$	0.8275	90.87
$γ$	0.0923	14.92
$λ_{1}$	0.0092	2.51
$λ_{2}$	0.0423	3.68
$λ_{3}$	0.9555	76.22

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts