V-Lab: Boeing Co/The GJR-GARCH Volatility Analysis

V-Lab

Boeing Co/The GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:33.01% (+3.15%)

Analysis last updated: Friday, June 27, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0575	10.47
$α$	0.0298	11.63
$β$	0.9285	490.51
$γ$	0.0572	8.09

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts