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V-Lab

Boeing Co/The GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

34.69%

decreased by 0.98%

1 Week

34.66%

decreased by 1.01%

1 Month

34.55%

decreased by 1.12%

Analysis last updated: Friday, August 21, 2026 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Boeing Co/The GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 21, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 217% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0555
10.20***
α

ARCH

Response to squared shocks

0.0269
11.44***
β

GARCH

Volatility persistence

0.9315
516.90***
γ

leverage

Additional response to negative shocks

0.0584
8.66***

Persistence:

0.987

Half-life:

55 days