Rio Tinto Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.19% (+2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 14.58 | |
| 0.1216 | 39.30 | |
| 0.9881 | 1,541.51 | |
| -0.0311 | -11.84 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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