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 Friday, August 1st, 2025:25.34% (-0.32%)

Analysis last updated: Thursday, July 31, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7823	7.78
$α$	0.0779	6.44
$β$	0.8705	43.98
$γ_{1}$	0.0169	0.47
$γ_{2}$	0.0268	0.47
$γ_{3}$	-0.0516	-1.20
$γ_{4}$	-0.1267	-2.78
$γ_{5}$	0.3504	7.21
$γ_{6}$	-0.4002	-8.06
$γ_{7}$	0.2595	4.88
$γ_{8}$	0.0026	0.05
$γ_{9}$	-0.1970	-3.90
$γ_{10}$	0.1597	3.79

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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