Rio Tinto Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.57% (+1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0367 | 18.58 | |
| 0.0338 | 19.68 | |
| 0.9356 | 582.18 | |
| 0.0390 | 10.93 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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