V-Lab
V-Lab
RTX Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:29.92% (-0.97%)
Analysis last updated: Friday, May 30, 2025 at 09:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RTX Corp GJR-GARCH
paramt-stat
ω0.042019.83
α0.00956.21
β0.9230507.99
γ0.111925.54
Estimation Period:
Jan 2, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts