V-Lab: RTX Corp MF2-GARCH Volatility Analysis

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V-Lab

RTX Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:16.32% (+0.08%)

Analysis last updated: Thursday, May 9, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0118	5.78
$β$	0.8855	254.08
$γ$	0.1278	32.06
$λ_{1}$	0.0079	5.77
$λ_{2}$	0.0155	5.29
$λ_{3}$	0.9816	279.34

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts