RTX Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:26.77% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 19.93 | |
| 0.0087 | 5.84 | |
| 0.9229 | 523.46 | |
| 0.1135 | 25.76 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
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