V-Lab: General Electric Co. Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

General Electric Co. Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:56.60% (-3.51%)

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
$ω$	0.7736	7.70
$α$	0.0805	6.31
$β$	0.8663	42.30
$γ_{1}$	0.0142	0.38
$γ_{2}$	0.0274	0.46
$γ_{3}$	-0.0365	-0.81
$γ_{4}$	-0.1599	-3.36
$γ_{5}$	0.3833	7.50
$γ_{6}$	-0.4058	-7.27
$γ_{7}$	0.2250	3.82
$γ_{8}$	0.0610	1.12
$γ_{9}$	-0.2385	-4.28
$γ_{10}$	0.1688	3.81

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

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