Rio Tinto PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.68% (+1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 12.92 | |
| 0.0296 | 18.68 | |
| 0.9487 | 832.22 | |
| 0.0355 | 9.99 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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