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

V-Lab

General Electric Co. Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:32.80% (+0.12%)

Analysis last updated: Thursday, May 8, 2025 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7929	7.98
$α$	0.0790	6.31
$β$	0.8672	42.17
$γ_{1}$	0.0221	0.61
$γ_{2}$	0.0181	0.32
$γ_{3}$	-0.0402	-0.93
$γ_{4}$	-0.1456	-3.17
$γ_{5}$	0.3695	7.52
$γ_{6}$	-0.4074	-7.83
$γ_{7}$	0.2473	4.45
$γ_{8}$	0.0279	0.54
$γ_{9}$	-0.2157	-4.11
$γ_{10}$	0.1632	3.83

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

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