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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8114	7.24***
α ARCH Response to squared shocks	0.0734	6.62***
β GARCH Volatility persistence	0.8870	52.02***

γ₁	0.0270	1.29
γ₂	0.0121	0.35
γ₃	-0.1475	-4.94***
γ₄	0.2338	8.69***
γ₅	-0.2466	-9.56***
γ₆	0.2540	7.81***
γ₇	-0.2393	-6.37***
γ₈	0.1788	3.69***

V-Lab

General Electric Co Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other General Electric Co Analyses