Boeing Co/The GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, October 16th, 2026
1 Day
29.55%
increased by 1.30%
1 Week
29.63%
increased by 1.38%
1 Month
29.90%
increased by 1.65%
Analysis last updated: Thursday, October 15, 2026 at 10:02 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Oct 9, 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 = 5.39 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
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High persistence: persistence 0.990, shock half-life ~71 daysv = 5.39 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 4.3512 | 1.35 |
| αARCH | 0.0608 | 9.42*** |
| βGARCH | 0.9903 | 141.47*** |
| νDF | 5.3912 | 2.24** |
0.990
Persistence71d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.3512 | 1.35 |
α ARCH Response to squared shocks | 0.0608 | 9.42*** |
β GARCH Volatility persistence | 0.9903 | 141.47*** |
ν DF Student-t tail thickness | 5.3912 | 2.24** |
Persistence:
0.990
Half-life:
71 days
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