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

V-Lab

Boeing Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:26.72% (-0.40%)

Analysis last updated: Friday, July 25, 2025 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0346	17.10
$β$	0.8843	250.24
$γ$	0.0722	19.63
$λ_{1}$	0.0176	6.37
$λ_{2}$	0.0238	8.76
$λ_{3}$	0.9717	333.25

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts