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V-Lab

RTX Corp EGARCH Volatility Analysis

Volatility prediction for Thursday, July 16th, 2026

1 Day

25.66%

decreased by 0.93%

1 Week

25.80%

decreased by 0.79%

1 Month

26.31%

decreased by 0.28%

Analysis last updated: Wednesday, July 15, 2026 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RTX Corp EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 10, 2026

Model Insight

This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0245
8.18***
α

ARCH

Response to squared shocks

0.1209
34.86***
β

GARCH

Volatility persistence

0.9803
866.76***
γ

leverage

Additional response to negative shocks

-0.0940
-28.70***

Persistence:

0.980

Half-life:

35 days