V-Lab: Boeing Co/The MF2-GARCH Volatility Analysis

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Boeing Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:32.03% (-0.32%)

Analysis last updated: Thursday, November 27, 2025 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	91
$α$	0.0351	17.23
$β$	0.8826	191.40
$γ$	0.0713	19.25
$λ_{1}$	0.0110	7.25
$λ_{2}$	0.0145	4.47
$λ_{3}$	0.9826	285.23

Estimation Period:
Jan 2, 1990 to Nov 26, 2025

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