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

Skip to main content

V-Lab

RTX Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:25.39% (-0.83%)

Analysis last updated: Friday, October 17, 2025 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9943	8.88
$α$	0.0880	8.65
$β$	0.8615	52.15
$γ_{1}$	-0.0224	-0.90
$γ_{2}$	0.0821	1.95
$γ_{3}$	-0.1563	-4.24
$γ_{4}$	0.1771	5.37
$γ_{5}$	-0.1307	-4.48
$γ_{6}$	0.0824	2.41
$γ_{7}$	-0.0268	-0.84
$γ_{8}$	-0.0197	-0.91

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts