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 30th, 2025:39.34% (+8.43%)

Analysis last updated: Friday, June 27, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0246	7.62
$α$	0.0772	7.23
$β$	0.8656	49.43
$γ_{1}$	0.0119	0.25
$γ_{2}$	0.0625	0.80
$γ_{3}$	-0.1401	-2.16
$γ_{4}$	0.0214	0.37
$γ_{5}$	0.1559	3.51
$γ_{6}$	-0.2180	-5.10
$γ_{7}$	0.1571	3.26
$γ_{8}$	-0.0040	-0.08
$γ_{9}$	-0.1049	-2.16
$γ_{10}$	0.0684	2.16

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

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