V-Lab: RTX Corp MF2-GARCH Volatility Analysis

V-Lab

RTX Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:43.55% (-1.90%)

Analysis last updated: Thursday, May 8, 2025 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0069	3.93
$β$	0.9004	307.51
$γ$	0.1239	34.91
$λ_{1}$	0.0055	5.42
$λ_{2}$	0.0109	5.20
$λ_{3}$	0.9873	390.06

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts