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

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RTX Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 4th, 2025:27.15% (-1.16%)

Analysis last updated: Thursday, December 4, 2025 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9987	8.92
$α$	0.0887	8.70
$β$	0.8602	51.88
$γ_{1}$	-0.0204	-0.83
$γ_{2}$	0.0782	1.88
$γ_{3}$	-0.1528	-4.18
$γ_{4}$	0.1748	5.31
$γ_{5}$	-0.1301	-4.48
$γ_{6}$	0.0835	2.44
$γ_{7}$	-0.0291	-0.90
$γ_{8}$	-0.0181	-0.84

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts