RTX Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:29.73% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0070 | 8.93 | |
| 0.0876 | 8.72 | |
| 0.8625 | 53.11 | |
| -0.0169 | -0.69 | |
| 0.0710 | 1.73 | |
| -0.1458 | -4.00 | |
| 0.1698 | 5.10 | |
| -0.1284 | -4.41 | |
| 0.0855 | 2.48 | |
| -0.0340 | -1.04 | |
| -0.0141 | -0.66 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
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