RTX Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:18.83% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 7.97 | |
| 0.1206 | 34.37 | |
| 0.9803 | 848.71 | |
| -0.0957 | -29.08 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
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