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 18th, 2025:25.20% (+0.20%)

Analysis last updated: Wednesday, December 17, 2025 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9988	8.89
$α$	0.0882	8.70
$β$	0.8613	52.41
$γ_{1}$	-0.0202	-0.82
$γ_{2}$	0.0777	1.86
$γ_{3}$	-0.1520	-4.15
$γ_{4}$	0.1742	5.27
$γ_{5}$	-0.1301	-4.47
$γ_{6}$	0.0840	2.45
$γ_{7}$	-0.0297	-0.92
$γ_{8}$	-0.0178	-0.83

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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Volatility Forecasts

Volatility Forecasts