V-Lab
RTX Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:26.67% (-0.86%)
Analysis last updated: Monday, March 10, 2025 at 09:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 19.36 | |
| 0.0096 | 6.31 | |
| 0.9247 | 509.18 | |
| 0.1089 | 25.01 |
Estimation Period:
Jan 2, 1990 to Mar 7, 2025
Jan 2, 1990 to Mar 7, 2025