V-Lab
Boeing Co/The GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
34.30%
decreased by 1.65%
1 Week
34.28%
decreased by 1.67%
1 Month
34.20%
decreased by 1.75%
Analysis last updated: Friday, August 21, 2026 at 10:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 21, 2026Model Insight
With persistence 0.990, volatility shocks have a half-life of 72 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.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.3700 | 5.39*** |
α ARCH Response to squared shocks | 0.0609 | 37.89*** |
β GARCH Volatility persistence | 0.9904 | 572.16*** |
ν DF Student-t tail thickness | 5.4095 | 8.99*** |
Persistence:
0.990
Half-life:
72 days
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