Rio Tinto PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.39% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0917 | 8.09 | |
| 0.0477 | 41.56 | |
| 0.9941 | 1,396.26 | |
| 9.0371 | 4.70 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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