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

V-Lab

Boeing Co/The GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:31.51% (-0.54%)

Analysis last updated: Thursday, July 3, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0576	10.48
$α$	0.0297	11.63
$β$	0.9285	490.25
$γ$	0.0573	8.11

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts