V-Lab: Boeing Co/The GAS-GARCH Student T Volatility Analysis

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V-Lab

Boeing Co/The GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:25.55% (-1.22%)

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
$ω$	4.2030	5.11
$α$	0.0621	36.50
$β$	0.9900	518.30
$ν$	5	8.69

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