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, October 13th, 2025:25.42% (+2.26%)

Analysis last updated: Friday, October 10, 2025 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7899	7.63
$α$	0.0752	6.57
$β$	0.8783	47.55
$γ_{1}$	0.0178	0.49
$γ_{2}$	0.0277	0.48
$γ_{3}$	-0.0609	-1.41
$γ_{4}$	-0.1074	-2.32
$γ_{5}$	0.3289	6.61
$γ_{6}$	-0.3885	-7.94
$γ_{7}$	0.2666	5.12
$γ_{8}$	-0.0201	-0.42
$γ_{9}$	-0.1785	-3.63
$γ_{10}$	0.1561	3.75

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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