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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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