V-Lab
RTX Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
28.23%
increased by 0.60%
1 Week
28.19%
increased by 0.56%
1 Month
28.03%
increased by 0.40%
Analysis last updated: Friday, July 24, 2026 at 10:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 59 trading days, meaning a shock loses half its impact after approximately 59 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 | 2.7578 | 5.54*** |
α ARCH Response to squared shocks | 0.0664 | 35.77*** |
β GARCH Volatility persistence | 0.9883 | 429.31*** |
ν DF Student-t tail thickness | 5.3311 | 9.07*** |
Persistence:
0.988
Half-life:
59 days
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