V-Lab
Rio Tinto PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:23.79% (-0.60%)
Analysis last updated: Wednesday, April 17, 2024 at 01:50 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 10.21 | |
| 0.1072 | 40.31 | |
| 0.9932 | 1970.56 | |
| -0.0376 | -14.24 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024