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

V-Lab

Boeing Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:37.70% (-0.18%)

Analysis last updated: Thursday, May 8, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0345	17.29
$β$	0.8876	251.01
$γ$	0.0702	19.16
$λ_{1}$	0.0166	6.65
$λ_{2}$	0.0228	8.57
$λ_{3}$	0.9731	344.09

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts