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

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V-Lab

Boeing Co/The Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.79% (-0.75%)

Analysis last updated: Friday, April 26, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1115	7.86
$α$	0.0713	7.66
$β$	0.8793	58.43
$γ_{1}$	0.0493	1.82
$γ_{2}$	-0.0179	-0.42
$γ_{3}$	-0.1236	-4.18
$γ_{4}$	0.1820	6.46
$γ_{5}$	-0.1566	-5.31
$γ_{6}$	0.1092	3.59
$γ_{7}$	-0.0176	-0.47
$γ_{8}$	-0.1193	-2.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts