V-Lab
RTX Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, October 4th, 2024:15.98% (-0.07%)
Analysis last updated: Thursday, October 3, 2024 at 09:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 8.15 | |
| 0.1190 | 33.34 | |
| 0.9811 | 909.23 | |
| -0.0934 | -30.11 |
Estimation Period:
Jan 2, 1990 to Sep 27, 2024
Jan 2, 1990 to Sep 27, 2024