Rio Tinto PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.21% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 12.98 | |
| 0.0298 | 18.76 | |
| 0.9486 | 831.40 | |
| 0.0354 | 9.94 |
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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