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 27th, 2025:27.35% (-0.77%)

Analysis last updated: Friday, October 24, 2025 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7841	7.58
$α$	0.0757	6.57
$β$	0.8773	47.00
$γ_{1}$	0.0144	0.39
$γ_{2}$	0.0343	0.59
$γ_{3}$	-0.0669	-1.54
$γ_{4}$	-0.1024	-2.21
$γ_{5}$	0.3261	6.57
$γ_{6}$	-0.3895	-8.00
$γ_{7}$	0.2722	5.22
$γ_{8}$	-0.0275	-0.57
$γ_{9}$	-0.1735	-3.57
$γ_{10}$	0.1545	3.75

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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