V-Lab: RTX Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

RTX Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:25.21% (-1.45%)

Analysis last updated: Monday, March 10, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7237	5.65
$α$	0.0690	34.83
$β$	0.9880	422.38
$ν$	6	8.49

Estimation Period:
Jan 2, 1990 to Mar 7, 2025