V-Lab
Rio Tinto PLC GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:23.62% (-0.27%)
Analysis last updated: Saturday, May 11, 2024 at 01:09 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 15.23 | |
| 0.0508 | 37.58 | |
| 0.9452 | 695.03 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024