V-Lab: Boeing Co/The GAS-GARCH Student T Volatility Analysis

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V-Lab

Boeing Co/The GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, October 7th, 2024:33.90% (+2.20%)

Analysis last updated: Friday, October 4, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.2909	5.31
$α$	0.0628	36.97
$β$	0.9901	539.54
$ν$	6	8.36

Estimation Period:
Jan 2, 1990 to Oct 4, 2024