Rio Tinto Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.39% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8092 | 8.50 | |
| 0.0587 | 8.49 | |
| 0.9275 | 116.73 | |
| -0.0003 | -0.59 |
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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