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

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V-Lab

General Electric Co. MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:46.00% (-2.50%)

Analysis last updated: Tuesday, February 4, 2025 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0515	10.40
$β$	0.7927	70.93
$γ$	0.0926	14.75
$λ_{1}$	0.0122	2.26
$λ_{2}$	0.0633	3.10
$λ_{3}$	0.9343	43.15

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

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