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, November 3rd, 2025:41.24% (-2.07%)

Analysis last updated: Friday, October 31, 2025 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0381	7.74
$α$	0.0772	7.22
$β$	0.8651	49.17
$γ_{1}$	0.0166	0.36
$γ_{2}$	0.0555	0.74
$γ_{3}$	-0.1407	-2.25
$γ_{4}$	0.0323	0.58
$γ_{5}$	0.1409	3.25
$γ_{6}$	-0.2100	-5.12
$γ_{7}$	0.1618	3.43
$γ_{8}$	-0.0152	-0.28
$γ_{9}$	-0.1034	-2.12
$γ_{10}$	0.0766	2.48

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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