V-Lab: RTX Corp MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

RTX Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:22.88% (-0.66%)

Analysis last updated: Friday, October 31, 2025 at 11:33 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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts