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 Monday, October 13th, 2025:29.81% (+1.95%)

Analysis last updated: Saturday, October 11, 2025 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9946	8.88
$α$	0.0885	8.65
$β$	0.8609	51.92
$γ_{1}$	-0.0224	-0.90
$γ_{2}$	0.0821	1.95
$γ_{3}$	-0.1563	-4.24
$γ_{4}$	0.1771	5.37
$γ_{5}$	-0.1306	-4.48
$γ_{6}$	0.0821	2.40
$γ_{7}$	-0.0263	-0.82
$γ_{8}$	-0.0204	-0.94

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts