Rio Tinto Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.44% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 18.58 | |
| 0.0337 | 19.65 | |
| 0.9355 | 580.68 | |
| 0.0391 | 10.96 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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