V-Lab: RTX Corp MF2-GARCH Volatility Analysis

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V-Lab

RTX Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:22.55% (+0.46%)

Analysis last updated: Tuesday, February 4, 2025 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0077	4.44
$β$	0.8998	303.57
$γ$	0.1218	34.63
$λ_{1}$	0.0058	5.44
$λ_{2}$	0.0112	5.23
$λ_{3}$	0.9867	377.32

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts