V-Lab: RTX Corp EGARCH Volatility Analysis

V-Lab

RTX Corp EGARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:19.99% (-0.81%)

Analysis last updated: Thursday, July 10, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0240	8.11
$α$	0.1208	34.15
$β$	0.9806	881.06
$γ$	-0.0946	-29.41

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts