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

V-Lab

Boeing Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:29.15% (-0.76%)

Analysis last updated: Thursday, September 18, 2025 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0344	17.10
$β$	0.8855	251.93
$γ$	0.0713	19.54
$λ_{1}$	0.0172	6.47
$λ_{2}$	0.0232	8.62
$λ_{3}$	0.9724	336.94

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts