Rio Tinto Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:32.34% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8085 | 8.51 | |
| 0.0586 | 8.48 | |
| 0.9275 | 116.79 | |
| -0.0003 | -0.60 |
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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