Rio Tinto PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.47% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 11.50 | |
| 0.1074 | 41.35 | |
| 0.9931 | 2,099.56 | |
| -0.0345 | -13.38 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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