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

V-Lab

Boeing Co/The Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:36.68% (-0.46%)

Analysis last updated: Thursday, July 3, 2025 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0157	7.61
$α$	0.0778	7.27
$β$	0.8642	49.14
$γ_{1}$	0.0030	0.06
$γ_{2}$	0.0792	1.03
$γ_{3}$	-0.1536	-2.39
$γ_{4}$	0.0285	0.50
$γ_{5}$	0.1581	3.58
$γ_{6}$	-0.2275	-5.36
$γ_{7}$	0.1674	3.50
$γ_{8}$	-0.0093	-0.17
$γ_{9}$	-0.1083	-1.99
$γ_{10}$	0.0881	1.16

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts