V-Lab
Rio Tinto Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 15th, 2024:20.75% (-0.44%)
Analysis last updated: Saturday, April 13, 2024 at 07:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0352 | 17.85 | |
| 0.0337 | 19.46 | |
| 0.9355 | 569.72 | |
| 0.0405 | 11.18 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024
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