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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0177	8.91***
α ARCH Response to squared shocks	0.0842	8.62***
β GARCH Volatility persistence	0.8688	55.55***

γ₁	-0.0119	-0.50
γ₂	0.0607	1.50
γ₃	-0.1355	-3.72***
γ₄	0.1619	4.75***
γ₅	-0.1245	-4.25***
γ₆	0.0862	2.51**
γ₇	-0.0387	-1.16
γ₈	-0.0104	-0.48

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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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