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

V-Lab

Boeing Co/The Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:61.29% (+2.55%)

Analysis last updated: Wednesday, April 23, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0146	7.52
$α$	0.0761	7.16
$β$	0.8697	50.01
$γ_{1}$	0.0010	0.02
$γ_{2}$	0.0822	1.02
$γ_{3}$	-0.1529	-2.28
$γ_{4}$	0.0221	0.38
$γ_{5}$	0.1659	3.63
$γ_{6}$	-0.2296	-5.17
$γ_{7}$	0.1614	3.29
$γ_{8}$	-0.0003	-0.00
$γ_{9}$	-0.1127	-2.02
$γ_{10}$	0.0945	1.15

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts