RTX Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
25.90%
decreased by 0.83%
1 Week
26.01%
decreased by 0.72%
1 Month
26.41%
decreased by 0.32%
Analysis last updated: Friday, May 22, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 20.00 | |
| 0.0086 | 5.83 | |
| 0.9231 | 525.39 | |
| 0.1127 | 25.77 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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