V-Lab: Boeing Co/The EGARCH Volatility Analysis

V-Lab

Boeing Co/The EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:56.97% (-3.13%)

Analysis last updated: Wednesday, April 16, 2025 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0295	6.99
$α$	0.1309	33.77
$β$	0.9829	598.60
$γ$	-0.0472	-10.07

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts