Rio Tinto Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.55% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 14.47 | |
| 0.1213 | 39.18 | |
| 0.9881 | 1,541.51 | |
| -0.0313 | -11.93 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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