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

V-Lab

Boeing Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:36.39% (-1.09%)

Analysis last updated: Friday, May 9, 2025 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0347	17.28
$β$	0.8861	249.95
$γ$	0.0708	19.25
$λ_{1}$	0.0171	6.50
$λ_{2}$	0.0234	8.71
$λ_{3}$	0.9723	338.66

Estimation Period:
Jan 2, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts