RTX Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:22.85% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0434 | 19.94 | |
| 0.0088 | 5.83 | |
| 0.9220 | 515.36 | |
| 0.1148 | 25.71 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
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