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V-Lab
V-Lab
RTX Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:20.87% (-0.29%)
Analysis last updated: Tuesday, November 25, 2025 at 11:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RTX Corp GJR-GARCH
paramt-stat
ω0.043419.91
α0.00845.66
β0.9222516.92
γ0.115025.83
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts