V-Lab
V-Lab
RTX Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:46.69% (-1.73%)
Analysis last updated: Thursday, May 8, 2025 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RTX Corp GJR-GARCH
paramt-stat
ω0.040419.43
α0.00875.77
β0.9249520.48
γ0.111225.74
Estimation Period:
Jan 2, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts