RTX Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:19.01% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0432 | 19.88 | |
| 0.0084 | 5.63 | |
| 0.9226 | 520.09 | |
| 0.1142 | 25.82 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
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