V-Lab: RTX Corp GJR-GARCH Volatility Analysis

V-Lab

RTX Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, August 1st, 2025:18.59% (-0.22%)

Analysis last updated: Thursday, July 31, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0424	19.99
$α$	0.0095	6.20
$β$	0.9227	516.07
$γ$	0.1123	25.58

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts