Rio Tinto PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.80% (+1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 11.36 | |
| 0.1070 | 41.12 | |
| 0.9931 | 2,099.65 | |
| -0.0347 | -13.44 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
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