V-Lab: Boeing Co/The Zero Slope Spline-GARCH Volatility Analysis

Skip to main content

V-Lab

Boeing Co/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:34.19% (+0.57%)

Analysis last updated: Friday, October 10, 2025 at 11:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0371	7.73
$α$	0.0769	7.21
$β$	0.8655	49.30
$γ_{1}$	0.0161	0.35
$γ_{2}$	0.0564	0.75
$γ_{3}$	-0.1407	-2.24
$γ_{4}$	0.0309	0.55
$γ_{5}$	0.1431	3.29
$γ_{6}$	-0.2113	-5.13
$γ_{7}$	0.1614	3.41
$γ_{8}$	-0.0132	-0.25
$γ_{9}$	-0.1056	-2.16
$γ_{10}$	0.0782	2.52

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts