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V-Lab

RTX Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

27.20%

decreased by 0.44%

1 Week

27.18%

decreased by 0.46%

1 Month

27.11%

decreased by 0.53%

Analysis last updated: Friday, August 21, 2026 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RTX Corp GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 58 trading days, meaning a shock loses half its impact after approximately 58 days. Returns follow a Student-t distribution with v = 5.33 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.7537
5.58***
α

ARCH

Response to squared shocks

0.0665
35.62***
β

GARCH

Volatility persistence

0.9882
429.46***
ν

DF

Student-t tail thickness

5.3267
9.08***

Persistence:

0.988

Half-life:

58 days