Rio Tinto PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:29.24% (+2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7752 | 5.65 | |
| 0.0533 | 7.61 | |
| 0.9197 | 89.64 | |
| -0.0427 | -1.14 | |
| 0.1571 | 2.91 | |
| -0.2491 | -6.55 | |
| 0.2457 | 5.59 | |
| -0.1955 | -3.62 | |
| 0.1126 | 2.21 | |
| -0.0211 | -0.50 | |
| -0.0232 | -0.63 | |
| 0.0284 | 1.17 |
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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