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

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General Electric Co MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:22.93% (-0.78%)

Analysis last updated: Thursday, November 6, 2025 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0394	9.47
$β$	0.8032	79.22
$γ$	0.1043	17.04
$λ_{1}$	0.0132	2.30
$λ_{2}$	0.0573	3.07
$λ_{3}$	0.9391	46.42

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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