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

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V-Lab

Boeing Co/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 24th, 2025:44.13% (-0.10%)

Analysis last updated: Friday, March 21, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0340	7.65
$α$	0.0754	7.12
$β$	0.8693	49.65
$γ_{1}$	0.0124	0.25
$γ_{2}$	0.0620	0.77
$γ_{3}$	-0.1361	-2.03
$γ_{4}$	0.0099	0.17
$γ_{5}$	0.1694	3.73
$γ_{6}$	-0.2245	-5.07
$γ_{7}$	0.1529	3.16
$γ_{8}$	0.0050	0.10
$γ_{9}$	-0.1088	-2.31
$γ_{10}$	0.0669	2.15

Estimation Period:
Jan 2, 1990 to Mar 21, 2025

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