V-Lab: RTX Corp Spline-GARCH Volatility Analysis

V-Lab

RTX Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:21.33% (+0.97%)

Analysis last updated: Monday, July 14, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9533	8.60
$α$	0.0889	8.53
$β$	0.8595	51.02
$γ_{1}$	-0.0360	-1.43
$γ_{2}$	0.1058	2.50
$γ_{3}$	-0.1748	-4.77
$γ_{4}$	0.1905	5.89
$γ_{5}$	-0.1371	-4.69
$γ_{6}$	0.0798	2.30
$γ_{7}$	-0.0125	-0.33
$γ_{8}$	-0.0510	-0.77

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts