V-Lab: RTX Corp Spline-GARCH Volatility Analysis

V-Lab

RTX Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:37.84% (-2.32%)

Analysis last updated: Thursday, April 17, 2025 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9444	8.55
$α$	0.0884	8.44
$β$	0.8597	50.34
$γ_{1}$	-0.0394	-1.55
$γ_{2}$	0.1123	2.62
$γ_{3}$	-0.1803	-4.89
$γ_{4}$	0.1939	6.04
$γ_{5}$	-0.1379	-4.76
$γ_{6}$	0.0783	2.30
$γ_{7}$	-0.0105	-0.28
$γ_{8}$	-0.0448	-0.66

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts