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

V-Lab

RTX Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:25.44% (+0.30%)

Analysis last updated: Monday, September 15, 2025 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9910	8.86
$α$	0.0887	8.65
$β$	0.8604	51.61
$γ_{1}$	-0.0238	-0.95
$γ_{2}$	0.0849	2.00
$γ_{3}$	-0.1589	-4.29
$γ_{4}$	0.1788	5.43
$γ_{5}$	-0.1309	-4.49
$γ_{6}$	0.0809	2.38
$γ_{7}$	-0.0239	-0.75
$γ_{8}$	-0.0223	-1.03

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts