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

V-Lab

Boeing Co/The GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:38.67% (+2.32%)

Analysis last updated: Thursday, May 8, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.3951	5.32
$α$	0.0627	38.42
$β$	0.9904	560.80
$ν$	5.4919	8.75

Estimation Period:
Jan 2, 1990 to May 2, 2025