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 Friday, December 5th, 2025:47.05% (-2.64%)

Analysis last updated: Thursday, December 4, 2025 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0388	7.75
$α$	0.0769	7.22
$β$	0.8652	49.19
$γ_{1}$	0.0171	0.38
$γ_{2}$	0.0547	0.74
$γ_{3}$	-0.1413	-2.28
$γ_{4}$	0.0354	0.64
$γ_{5}$	0.1367	3.17
$γ_{6}$	-0.2072	-5.11
$γ_{7}$	0.1620	3.46
$γ_{8}$	-0.0170	-0.32
$γ_{9}$	-0.1041	-2.13
$γ_{10}$	0.0798	2.58

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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