V-Lab: Boeing Co/The EGARCH Volatility Analysis

V-Lab

Boeing Co/The EGARCH Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:24.46% (-0.81%)

Analysis last updated: Thursday, July 17, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0298	6.98
$α$	0.1304	33.91
$β$	0.9826	594.43
$γ$	-0.0478	-10.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts