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

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General Electric Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:24.25% (-0.54%)

Analysis last updated: Saturday, November 15, 2025 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8122	7.28
$α$	0.0755	6.71
$β$	0.8834	52.80
$γ_{1}$	0.0236	1.07
$γ_{2}$	0.0230	0.64
$γ_{3}$	-0.1643	-5.35
$γ_{4}$	0.2526	9.44
$γ_{5}$	-0.2639	-9.45
$γ_{6}$	0.2575	7.29
$γ_{7}$	-0.2095	-5.78
$γ_{8}$	0.0989	3.89

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

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Volatility Forecasts

Volatility Forecasts