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

V-Lab

| |

V-Lab

RTX Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 30th, 2024:21.08% (-0.47%)

Analysis last updated: Friday, December 27, 2024 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9699	8.75
$α$	0.0879	8.44
$β$	0.8609	50.71
$γ_{1}$	-0.0343	-1.29
$γ_{2}$	0.1055	2.36
$γ_{3}$	-0.1772	-4.66
$γ_{4}$	0.1898	5.85
$γ_{5}$	-0.1319	-4.59
$γ_{6}$	0.0723	2.25
$γ_{7}$	-0.0100	-0.34
$γ_{8}$	-0.0316	-1.45

Estimation Period:
Jan 2, 1990 to Dec 27, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts