V-Lab: Boeing Co/The Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Boeing Co/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:32.08% (-1.09%)

Analysis last updated: Friday, August 1, 2025 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0349	7.71
$α$	0.0774	7.24
$β$	0.8647	49.05
$γ_{1}$	0.0150	0.32
$γ_{2}$	0.0580	0.75
$γ_{3}$	-0.1389	-2.17
$γ_{4}$	0.0233	0.41
$γ_{5}$	0.1530	3.48
$γ_{6}$	-0.2171	-5.15
$γ_{7}$	0.1592	3.34
$γ_{8}$	-0.0072	-0.14
$γ_{9}$	-0.1050	-2.16
$γ_{10}$	0.0714	2.28

Estimation Period:
Jan 2, 1990 to Aug 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts