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 Thursday, August 28th, 2025:32.35% (-1.14%)

Analysis last updated: Wednesday, August 27, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0357	7.71
$α$	0.0772	7.23
$β$	0.8651	49.19
$γ_{1}$	0.0154	0.33
$γ_{2}$	0.0573	0.75
$γ_{3}$	-0.1396	-2.19
$γ_{4}$	0.0263	0.46
$γ_{5}$	0.1491	3.40
$γ_{6}$	-0.2149	-5.14
$γ_{7}$	0.1601	3.36
$γ_{8}$	-0.0095	-0.18
$γ_{9}$	-0.1056	-2.16
$γ_{10}$	0.0745	2.37

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

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