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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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