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 Monday, June 2nd, 2025:31.13% (-0.89%)

Analysis last updated: Saturday, May 31, 2025 at 03:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0495	7.81
$α$	0.0781	7.28
$β$	0.8641	49.12
$γ_{1}$	0.0151	0.32
$γ_{2}$	0.0591	0.76
$γ_{3}$	-0.1385	-2.12
$γ_{4}$	0.0175	0.30
$γ_{5}$	0.1609	3.61
$γ_{6}$	-0.2221	-5.16
$γ_{7}$	0.1593	3.32
$γ_{8}$	-0.0055	-0.10
$γ_{9}$	-0.1030	-2.15
$γ_{10}$	0.0667	2.11

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts