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

V-Lab

RTX Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, August 1st, 2025:25.42% (-0.84%)

Analysis last updated: Thursday, July 31, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9863	8.86
$α$	0.0887	8.61
$β$	0.8602	51.31
$γ_{1}$	-0.0255	-1.01
$γ_{2}$	0.0885	2.07
$γ_{3}$	-0.1622	-4.36
$γ_{4}$	0.1808	5.51
$γ_{5}$	-0.1308	-4.50
$γ_{6}$	0.0781	2.31
$γ_{7}$	-0.0180	-0.57
$γ_{8}$	-0.0279	-1.28

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts