V-Lab: RTX Corp MF2-GARCH Volatility Analysis

V-Lab

RTX Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:27.16% (-0.88%)

Analysis last updated: Friday, May 30, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0083	4.63
$β$	0.8953	296.05
$γ$	0.1262	34.96
$λ_{1}$	0.0057	5.40
$λ_{2}$	0.0112	5.22
$λ_{3}$	0.9868	377.63

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts