V-Lab
Rio Tinto PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:24.74% (-0.55%)
Analysis last updated: Wednesday, May 1, 2024 at 03:29 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0204 | 11.93 | |
| 0.0286 | 17.99 | |
| 0.9489 | 829.49 | |
| 0.0382 | 10.46 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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