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, December 23rd, 2024:32.13% (-1.01%)

Analysis last updated: Friday, December 20, 2024 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0320	7.61
$α$	0.0752	7.09
$β$	0.8701	49.88
$γ_{1}$	0.0105	0.21
$γ_{2}$	0.0650	0.78
$γ_{3}$	-0.1350	-1.97
$γ_{4}$	0.0026	0.04
$γ_{5}$	0.1771	3.83
$γ_{6}$	-0.2245	-4.95
$γ_{7}$	0.1434	2.97
$γ_{8}$	0.0161	0.32
$γ_{9}$	-0.1106	-2.38
$γ_{10}$	0.0617	1.94

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

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