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

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Boeing Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:35.09% (+1.12%)

Analysis last updated: Friday, October 10, 2025 at 11:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0343	17.16
$β$	0.8862	252.92
$γ$	0.0708	19.50
$λ_{1}$	0.0167	6.59
$λ_{2}$	0.0225	8.45
$λ_{3}$	0.9732	341.84

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts