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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0220	8.98***
α ARCH Response to squared shocks	0.0841	8.64***
β GARCH Volatility persistence	0.8686	55.47***

γ₁	-0.0105	-0.44
γ₂	0.0580	1.45
γ₃	-0.1330	-3.69***
γ₄	0.1603	4.72***
γ₅	-0.1241	-4.26***
γ₆	0.0874	2.56**
γ₇	-0.0415	-1.24
γ₈	-0.0079	-0.36

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RTX Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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