Rio Tinto Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:31.95% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0359 | 18.33 | |
| 0.8503 | 111.87 | |
| 0.0678 | 17.82 | |
| 0.0183 | 4.14 | |
| 0.0348 | 4.51 | |
| 0.9593 | 106.66 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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