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

V-Lab

Boeing Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:27.75% (-0.75%)

Analysis last updated: Friday, September 19, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	91
$α$	0.0349	17.14
$β$	0.8832	193.48
$γ$	0.0719	19.39
$λ_{1}$	0.0110	7.39
$λ_{2}$	0.0143	4.48
$λ_{3}$	0.9828	288.38

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts