Rio Tinto Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.23% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0584 | 9.79 | |
| 0.0544 | 30.39 | |
| 0.9887 | 728.61 | |
| 9.7184 | 3.67 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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