Rio Tinto PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.12% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7751 | 5.65 | |
| 0.0533 | 7.60 | |
| 0.9197 | 89.59 | |
| -0.0428 | -1.14 | |
| 0.1571 | 2.92 | |
| -0.2491 | -6.55 | |
| 0.2457 | 5.59 | |
| -0.1955 | -3.62 | |
| 0.1126 | 2.21 | |
| -0.0211 | -0.50 | |
| -0.0233 | -0.63 | |
| 0.0286 | 1.18 |
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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