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 Monday, May 19th, 2025:29.60% (-0.83%)

Analysis last updated: Friday, May 16, 2025 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7867	7.92
$α$	0.0801	6.37
$β$	0.8654	42.15
$γ_{1}$	0.0187	0.52
$γ_{2}$	0.0233	0.41
$γ_{3}$	-0.0441	-1.02
$γ_{4}$	-0.1410	-3.09
$γ_{5}$	0.3654	7.50
$γ_{6}$	-0.4059	-7.89
$γ_{7}$	0.2496	4.54
$γ_{8}$	0.0234	0.46
$γ_{9}$	-0.2127	-4.09
$γ_{10}$	0.1630	3.83

Estimation Period:
Jan 2, 1990 to May 16, 2025

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