V-Lab: Boeing Co/The APARCH Volatility Analysis

V-Lab

Boeing Co/The APARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:31.98% (-1.24%)

Analysis last updated: Tuesday, July 1, 2025 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0434	12.89
$α$	0.0641	27.81
$β$	0.9305	479.40
$γ$	0.3340	18.52
$δ$	1.4777	27.26

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts