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 Friday, August 1st, 2025:32.93% (-0.15%)

Analysis last updated: Thursday, July 31, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0353	7.70
$α$	0.0777	7.25
$β$	0.8643	49.01
$γ_{1}$	0.0150	0.32
$γ_{2}$	0.0580	0.75
$γ_{3}$	-0.1390	-2.17
$γ_{4}$	0.0233	0.41
$γ_{5}$	0.1530	3.48
$γ_{6}$	-0.2171	-5.15
$γ_{7}$	0.1591	3.33
$γ_{8}$	-0.0067	-0.13
$γ_{9}$	-0.1062	-2.18
$γ_{10}$	0.0728	2.31

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts