V-Lab
Boeing Co/The GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, September 17th, 2026
1 Day
29.54%
1 Week
29.62%
1 Month
29.89%
Analysis last updated: Thursday, September 17, 2026 at 04:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Sep 11, 2026Model Insight
With persistence 0.990, volatility shocks have a half-life of 71 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 5.41 degrees of freedom, capturing fatter tails than a normal distribution.
GAS-GARCH-T Model
Tap to view equation
| Param | Value | t-stat |
|---|---|---|
| ωconst | 4.3427 | 1.36 |
| αARCH | 0.0612 | 9.41*** |
| βGARCH | 0.9902 | 141.32*** |
| νDF | 5.4104 | 2.24** |
0.990
Persistence71d
Half-lifeGAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.3427 | 1.36 |
α ARCH Response to squared shocks | 0.0612 | 9.41*** |
β GARCH Volatility persistence | 0.9902 | 141.32*** |
ν DF Student-t tail thickness | 5.4104 | 2.24** |
Persistence:
0.990
Half-life:
71 days
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