Rio Tinto PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.53% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 11.46 | |
| 0.1073 | 41.24 | |
| 0.9931 | 2,099.59 | |
| -0.0345 | -13.38 |
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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