Rio Tinto PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:28.30% (+2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7409 | 5.48 | |
| 0.0535 | 7.57 | |
| 0.9185 | 87.57 | |
| -0.0605 | -1.62 | |
| 0.1863 | 3.48 | |
| -0.2705 | -7.26 | |
| 0.2650 | 6.14 | |
| -0.2133 | -4.02 | |
| 0.1284 | 2.57 | |
| -0.0363 | -0.86 | |
| -0.0028 | -0.07 | |
| -0.0168 | -0.31 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Rio Tinto PLC Analyses
Other Spline-GARCH Analyses on International Equities