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Rio Tinto PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.60% (+2.23%)
Analysis last updated: Saturday, February 21, 2026 at 12:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rio Tinto PLC S0GARCH
paramt-stat
ω0.77525.65
α0.05337.61
β0.919789.64
γ1-0.0427-1.14
γ20.15712.91
γ3-0.2491-6.55
γ40.24575.59
γ5-0.1955-3.62
γ60.11262.21
γ7-0.0211-0.50
γ8-0.0232-0.63
γ90.02841.17
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts