V-Lab: RTX Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

RTX Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:22.38% (-0.58%)

Analysis last updated: Wednesday, August 27, 2025 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9896	8.86
$α$	0.0888	8.64
$β$	0.8601	51.34
$γ_{1}$	-0.0242	-0.96
$γ_{2}$	0.0858	2.02
$γ_{3}$	-0.1598	-4.32
$γ_{4}$	0.1793	5.46
$γ_{5}$	-0.1310	-4.50
$γ_{6}$	0.0804	2.36
$γ_{7}$	-0.0227	-0.71
$γ_{8}$	-0.0235	-1.07

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts