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

V-Lab

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V-Lab

RTX Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:20.57% (+0.70%)

Analysis last updated: Tuesday, May 7, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9440	8.61
$α$	0.0896	8.44
$β$	0.8584	49.27
$γ_{1}$	-0.0437	-1.56
$γ_{2}$	0.1235	2.63
$γ_{3}$	-0.1922	-4.91
$γ_{4}$	0.1967	6.15
$γ_{5}$	-0.1283	-4.58
$γ_{6}$	0.0593	1.99
$γ_{7}$	0.0101	0.36
$γ_{8}$	-0.0483	-2.01

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts