V-Lab: RTX Corp MF2-GARCH Volatility Analysis

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RTX Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 18th, 2025:24.36% (+1.07%)

Analysis last updated: Wednesday, December 17, 2025 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0067	3.88
$β$	0.8965	307.56
$γ$	0.1277	36.05
$λ_{1}$	0.0056	5.39
$λ_{2}$	0.0108	5.30
$λ_{3}$	0.9873	397.29

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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