Rio Tinto Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.98% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 20.62 | |
| 0.0574 | 35.48 | |
| 0.9309 | 519.17 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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