Skip to main content
V-Lab

Rio Tinto PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.12% (-0.86%)
Analysis last updated: Sunday, February 8, 2026 at 04:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rio Tinto PLC S0GARCH
paramt-stat
ω0.77515.65
α0.05337.60
β0.919789.59
γ1-0.0428-1.14
γ20.15712.92
γ3-0.2491-6.55
γ40.24575.59
γ5-0.1955-3.62
γ60.11262.21
γ7-0.0211-0.50
γ8-0.0233-0.63
γ90.02861.18
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts