V-Lab
RTX Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:23.81% (-0.69%)
Analysis last updated: Saturday, December 21, 2024 at 12:11 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0406 | 19.31 | |
| 0.0092 | 6.02 | |
| 0.9243 | 505.61 | |
| 0.1105 | 25.18 |
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Jan 2, 1990 to Dec 20, 2024