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

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Boeing Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 18th, 2025:31.28% (-1.02%)

Analysis last updated: Wednesday, December 17, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0329	16.79
$β$	0.8894	258.78
$γ$	0.0707	19.87
$λ_{1}$	0.0145	6.84
$λ_{2}$	0.0202	7.97
$λ_{3}$	0.9762	365.48

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

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Impact of return on volatility tomorrow

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Volatility Forecasts