V-Lab
Raytheon Co GARCH Volatility Analysis
Volatility Prediction for Monday, April 6th, 2020:100.77% (-3.90%)
Analysis last updated: Monday, March 1, 2021 at 08:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 15.53 | |
| 0.0656 | 34.95 | |
| 0.9264 | 464.10 |
Estimation Period:
Jan 2, 1990 to Apr 3, 2020
Jan 2, 1990 to Apr 3, 2020