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

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V-Lab

Boeing Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:27.71% (-0.70%)

Analysis last updated: Friday, December 20, 2024 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0355	17.62
$β$	0.8870	244.90
$γ$	0.0667	18.07
$λ_{1}$	0.0189	6.25
$λ_{2}$	0.0255	9.00
$λ_{3}$	0.9696	313.88

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts