V-Lab: RTX Corp MF2-GARCH Volatility Analysis

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RTX Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:23.22% (-0.65%)

Analysis last updated: Saturday, November 15, 2025 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0069	3.95
$β$	0.8958	306.37
$γ$	0.1286	36.13
$λ_{1}$	0.0056	5.41
$λ_{2}$	0.0108	5.31
$λ_{3}$	0.9872	396.63

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

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