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

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Boeing Co/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:31.81% (-1.14%)

Analysis last updated: Friday, November 21, 2025 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0540	7.87
$α$	0.0767	7.21
$β$	0.8659	49.48
$γ_{1}$	0.0194	0.43
$γ_{2}$	0.0524	0.70
$γ_{3}$	-0.1414	-2.27
$γ_{4}$	0.0353	0.63
$γ_{5}$	0.1373	3.16
$γ_{6}$	-0.2077	-5.09
$γ_{7}$	0.1622	3.44
$γ_{8}$	-0.0170	-0.32
$γ_{9}$	-0.1041	-2.11
$γ_{10}$	0.0798	2.56

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

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