V-Lab: General Electric Co Spline-GARCH Volatility Analysis

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V-Lab

General Electric Co Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:31.50% (+1.58%)

Analysis last updated: Saturday, December 6, 2025 at 01:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7810	7.61
$α$	0.0756	6.57
$β$	0.8771	46.55
$γ_{1}$	0.0096	0.27
$γ_{2}$	0.0415	0.73
$γ_{3}$	-0.0698	-1.65
$γ_{4}$	-0.1032	-2.29
$γ_{5}$	0.3307	6.82
$γ_{6}$	-0.3971	-8.40
$γ_{7}$	0.2795	5.49
$γ_{8}$	-0.0269	-0.56
$γ_{9}$	-0.1991	-3.83
$γ_{10}$	0.2418	3.38

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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