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 Thursday, September 18th, 2025:25.51% (-0.27%)

Analysis last updated: Wednesday, September 17, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7889	7.69
$α$	0.0760	6.53
$β$	0.8760	46.42
$γ_{1}$	0.0180	0.50
$γ_{2}$	0.0269	0.47
$γ_{3}$	-0.0578	-1.34
$γ_{4}$	-0.1136	-2.46
$γ_{5}$	0.3358	6.80
$γ_{6}$	-0.3921	-7.98
$γ_{7}$	0.2640	5.04
$γ_{8}$	-0.0122	-0.25
$γ_{9}$	-0.1853	-3.72
$γ_{10}$	0.1580	3.76

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

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Volatility Forecasts

Volatility Forecasts