Rio Tinto Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.41% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8113 | 10.37 | |
| 0.0587 | 8.49 | |
| 0.9275 | 117.21 | |
| -0.0003 | -2.17 |
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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