Rio Tinto Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.14% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 18.58 | |
| 0.0336 | 19.62 | |
| 0.9355 | 581.06 | |
| 0.0391 | 10.98 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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