RTX Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:22.64% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0430 | 19.89 | |
| 0.0084 | 5.68 | |
| 0.9229 | 522.32 | |
| 0.1136 | 25.79 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
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