Rio Tinto PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.01% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 13.11 | |
| 0.0302 | 18.94 | |
| 0.9484 | 827.55 | |
| 0.0350 | 9.82 |
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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