V-Lab
Raytheon Co EGARCH Volatility Analysis
Volatility Prediction for Monday, April 6th, 2020:99.03% (-6.07%)
Analysis last updated: Monday, March 1, 2021 at 06:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 9.71 | |
| 0.1170 | 37.17 | |
| 0.9888 | 1204.38 | |
| -0.0612 | -21.31 |
Estimation Period:
Jan 2, 1990 to Apr 3, 2020
Jan 2, 1990 to Apr 3, 2020