V-Lab
V-Lab
RTX Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:24.98% (-0.71%)
Analysis last updated: Friday, June 27, 2025 at 11:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RTX Corp GJR-GARCH
paramt-stat
ω0.042319.97
α0.00976.33
β0.9225513.09
γ0.112225.49
Estimation Period:
Jan 2, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts