V-Lab: RTX Corp MF2-GARCH Volatility Analysis

V-Lab

RTX Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:45.96% (-2.03%)

Analysis last updated: Wednesday, April 16, 2025 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0073	4.13
$β$	0.8991	302.83
$γ$	0.1244	34.77
$λ_{1}$	0.0056	5.42
$λ_{2}$	0.0109	5.21
$λ_{3}$	0.9872	388.19

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts