V-Lab: RTX Corp MF2-GARCH Volatility Analysis

V-Lab

RTX Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:20.20% (-0.48%)

Analysis last updated: Friday, September 19, 2025 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0077	4.35
$β$	0.8957	303.95
$γ$	0.1272	35.55
$λ_{1}$	0.0057	5.45
$λ_{2}$	0.0109	5.26
$λ_{3}$	0.9871	391.55

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts