Raytheon Co Zero Slope Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, April 6th, 2020):
1 Day
79.93%
1 Week
74.49%
1 Month
58.83%
Analysis last updated: Tuesday, March 31, 2026 at 03:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7919 | 5.02 | |
| 0.0997 | 8.56 | |
| 0.8236 | 43.49 | |
| -0.0335 | -0.96 | |
| 0.1327 | 2.64 | |
| -0.2554 | -7.97 | |
| 0.2707 | 10.30 | |
| -0.1731 | -7.92 | |
| 0.0972 | 4.59 | |
| -0.0524 | -3.29 |
Estimation Period:
Jan 1, 1990 to Apr 3, 2020
Jan 1, 1990 to Apr 3, 2020
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