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Rio Tinto PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:28.30% (+2.83%)
Analysis last updated: Thursday, February 19, 2026 at 09:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rio Tinto PLC SGARCH
paramt-stat
ω0.74095.48
α0.05357.57
β0.918587.57
γ1-0.0605-1.62
γ20.18633.48
γ3-0.2705-7.26
γ40.26506.14
γ5-0.2133-4.02
γ60.12842.57
γ7-0.0363-0.86
γ8-0.0028-0.07
γ9-0.0168-0.31
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts