RTX Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.68% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0430 | 19.90 | |
| 0.0085 | 5.71 | |
| 0.9230 | 523.55 | |
| 0.1134 | 25.79 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities