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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0191	8.94***
α ARCH Response to squared shocks	0.0840	8.62***
β GARCH Volatility persistence	0.8689	55.58***

γ₁	-0.0110	-0.46
γ₂	0.0589	1.47
γ₃	-0.1337	-3.69***
γ₄	0.1607	4.72***
γ₅	-0.1242	-4.26***
γ₆	0.0872	2.55**
γ₇	-0.0409	-1.22
γ₈	-0.0084	-0.39

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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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