V-Lab: RTX Corp MF2-GARCH Volatility Analysis

V-Lab

RTX Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:25.69% (-0.69%)

Analysis last updated: Friday, June 27, 2025 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0085	4.75
$β$	0.8944	295.75
$γ$	0.1266	35.09
$λ_{1}$	0.0058	5.39
$λ_{2}$	0.0113	5.23
$λ_{3}$	0.9866	374.72

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts