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, December 15th, 2025:38.83% (-0.92%)

Analysis last updated: Saturday, December 13, 2025 at 12:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0377	7.76
$α$	0.0764	7.19
$β$	0.8661	49.36
$γ_{1}$	0.0174	0.39
$γ_{2}$	0.0542	0.73
$γ_{3}$	-0.1414	-2.29
$γ_{4}$	0.0367	0.66
$γ_{5}$	0.1349	3.13
$γ_{6}$	-0.2063	-5.12
$γ_{7}$	0.1635	3.50
$γ_{8}$	-0.0214	-0.40
$γ_{9}$	-0.0969	-1.96
$γ_{10}$	0.0728	2.30

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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