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

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Boeing Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:45.24% (-2.26%)

Analysis last updated: Friday, October 31, 2025 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	91
$α$	0.0348	17.08
$β$	0.8828	192.91
$γ$	0.0722	19.44
$λ_{1}$	0.0108	7.29
$λ_{2}$	0.0143	4.50
$λ_{3}$	0.9829	290.27

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts