Risk Analysis & Volatility Forecasting – Boeing
Monash University
- Analysed 8 years of Boeing (BA) daily returns (2016–2024) using R.
- Built & compared GARCH-family models; GJR-GARCH(2,1)-t had the best in-sample fit.
- Conducted out-of-sample volatility forecasting (2020–2024), linking spikes to key events (e.g., COVID-19, 737 MAX recertification, Alaska Airlines incident).
- Produced multi-step VaR & volatility forecasts (May–July 2024), highlighting Boeing’s increasing risk exposure.
