V-Lab
Rio Tinto PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:26.53% (-0.74%)
Analysis last updated: Saturday, April 20, 2024 at 09:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 11.45 | |
| 0.0570 | 48.27 | |
| 0.9375 | 801.97 | |
| 0.4263 | 15.84 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024