V-Lab: RTX Corp MF2-GARCH Volatility Analysis

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RTX Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:21.40% (-0.51%)

Analysis last updated: Thursday, November 27, 2025 at 12:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0068	3.92
$β$	0.8959	306.61
$γ$	0.1286	36.12
$λ_{1}$	0.0056	5.41
$λ_{2}$	0.0108	5.30
$λ_{3}$	0.9872	396.80

Estimation Period:
Jan 2, 1990 to Nov 26, 2025

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