Rio Tinto PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.88% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0234 | 15.37 | |
| 0.9094 | 271.64 | |
| 0.0563 | 20.01 | |
| 0.0228 | 4.35 | |
| 0.0784 | 4.59 | |
| 0.9167 | 50.10 |
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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