V-Lab: RTX Corp MF2-GARCH Volatility Analysis

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RTX Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:22.12% (-0.59%)

Analysis last updated: Thursday, November 6, 2025 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0071	4.07
$β$	0.8957	305.80
$γ$	0.1285	36.00
$λ_{1}$	0.0056	5.41
$λ_{2}$	0.0108	5.31
$λ_{3}$	0.9872	397.60

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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