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

V-Lab

General Electric Co. MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:29.46% (-0.64%)

Analysis last updated: Friday, May 9, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0406	9.56
$β$	0.8014	78.82
$γ$	0.1044	16.88
$λ_{1}$	0.0125	2.29
$λ_{2}$	0.0566	3.16
$λ_{3}$	0.9403	48.63

Estimation Period:
Jan 2, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts