V-Lab: RTX Corp MF2-GARCH Volatility Analysis

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RTX Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:31.88% (+3.47%)

Analysis last updated: Saturday, October 11, 2025 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0079	4.42
$β$	0.8950	300.84
$γ$	0.1274	35.47
$λ_{1}$	0.0057	5.41
$λ_{2}$	0.0110	5.28
$λ_{3}$	0.9870	389.82

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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