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, November 13th, 2025:24.05% (-0.45%)

Analysis last updated: Wednesday, November 12, 2025 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9960	8.91
$α$	0.0884	8.67
$β$	0.8608	52.02
$γ_{1}$	-0.0214	-0.86
$γ_{2}$	0.0801	1.92
$γ_{3}$	-0.1545	-4.21
$γ_{4}$	0.1758	5.34
$γ_{5}$	-0.1302	-4.47
$γ_{6}$	0.0823	2.41
$γ_{7}$	-0.0266	-0.83
$γ_{8}$	-0.0204	-0.95

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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Volatility Forecasts

Volatility Forecasts