RTX Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:25.99% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0432 | 19.96 | |
| 0.0088 | 5.92 | |
| 0.9226 | 521.55 | |
| 0.1137 | 25.74 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
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