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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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