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, December 8th, 2025:29.50% (+1.70%)

Analysis last updated: Saturday, December 6, 2025 at 01:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8147	7.31
$α$	0.0754	6.69
$β$	0.8834	52.49
$γ_{1}$	0.0245	1.12
$γ_{2}$	0.0209	0.58
$γ_{3}$	-0.1619	-5.30
$γ_{4}$	0.2501	9.38
$γ_{5}$	-0.2618	-9.50
$γ_{6}$	0.2565	7.37
$γ_{7}$	-0.2105	-5.88
$γ_{8}$	0.1006	3.99

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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Volatility Forecasts

Volatility Forecasts