V-Lab
Boeing Co/The Asy. MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
40.42%
decreased by 2.74%
1 Week
40.21%
decreased by 2.95%
1 Month
39.44%
decreased by 3.72%
Analysis last updated: Friday, August 7, 2026 at 10:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 7, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 66% more than equivalent positive returns.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0785 | 27.25*** |
α ARCH Response to squared shocks | 0.1135 | 33.28*** |
β GARCH Volatility persistence | 0.8316 | 360.33*** |
γ leverage Additional response to negative shocks | 0.0749 | 11.56*** |
Persistence:
0.983
Half-life:
39 days
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