V-Lab: Boeing Co/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Boeing Co/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:30.34% (-0.63%)

Analysis last updated: Friday, April 26, 2024 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1016	7.54
$α$	0.0702	7.65
$β$	0.8871	63.03
$γ_{1}$	0.0452	1.58
$γ_{2}$	-0.0132	-0.29
$γ_{3}$	-0.1234	-3.94
$γ_{4}$	0.1805	6.06
$γ_{5}$	-0.1575	-5.05
$γ_{6}$	0.1200	3.86
$γ_{7}$	-0.0548	-1.68
$γ_{8}$	-0.0119	-0.47

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts