RTX Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:29.86% (+3.55%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0432 | 20.04 | |
0.0093 | 6.07 | |
0.9222 | 513.48 | |
0.1131 | 25.75 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
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