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

V-Lab

General Electric Co. Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:32.75% (-0.25%)

Analysis last updated: Friday, July 11, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7762	7.96
$α$	0.0812	6.36
$β$	0.8614	39.85
$γ_{1}$	0.0099	0.29
$γ_{2}$	0.0383	0.70
$γ_{3}$	-0.0553	-1.33
$γ_{4}$	-0.1332	-3.06
$γ_{5}$	0.3641	7.84
$γ_{6}$	-0.4131	-8.54
$γ_{7}$	0.2609	4.96
$γ_{8}$	0.0249	0.51
$γ_{9}$	-0.2585	-4.90
$γ_{10}$	0.3140	3.85

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

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