V-Lab: RTX Corp Spline-GARCH Volatility Analysis

V-Lab

RTX Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:25.95% (-1.00%)

Analysis last updated: Friday, June 20, 2025 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9483	8.55
$α$	0.0888	8.53
$β$	0.8597	51.05
$γ_{1}$	-0.0372	-1.47
$γ_{2}$	0.1080	2.54
$γ_{3}$	-0.1765	-4.80
$γ_{4}$	0.1916	5.93
$γ_{5}$	-0.1376	-4.72
$γ_{6}$	0.0801	2.31
$γ_{7}$	-0.0137	-0.36
$γ_{8}$	-0.0432	-0.65

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts