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, August 28th, 2025:25.04% (-0.78%)

Analysis last updated: Wednesday, August 27, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7881	7.75
$α$	0.0770	6.50
$β$	0.8734	45.27
$γ_{1}$	0.0181	0.50
$γ_{2}$	0.0261	0.46
$γ_{3}$	-0.0547	-1.27
$γ_{4}$	-0.1197	-2.61
$γ_{5}$	0.3425	6.98
$γ_{6}$	-0.3954	-8.00
$γ_{7}$	0.2609	4.94
$γ_{8}$	-0.0041	-0.08
$γ_{9}$	-0.1916	-3.82
$γ_{10}$	0.1590	3.79

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

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