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 Friday, November 7th, 2025:28.41% (-0.64%)

Analysis last updated: Thursday, November 6, 2025 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7792	7.68
$α$	0.0766	6.52
$β$	0.8741	45.13
$γ_{1}$	0.0096	0.27
$γ_{2}$	0.0408	0.73
$γ_{3}$	-0.0668	-1.58
$γ_{4}$	-0.1093	-2.45
$γ_{5}$	0.3378	7.05
$γ_{6}$	-0.4011	-8.49
$γ_{7}$	0.2770	5.43
$γ_{8}$	-0.0178	-0.37
$γ_{9}$	-0.2095	-4.05
$γ_{10}$	0.2533	3.53

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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