Rio Tinto PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.92% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7400 | 5.48 | |
| 0.0535 | 7.56 | |
| 0.9184 | 87.41 | |
| -0.0611 | -1.63 | |
| 0.1874 | 3.50 | |
| -0.2712 | -7.25 | |
| 0.2651 | 6.12 | |
| -0.2126 | -4.00 | |
| 0.1272 | 2.55 | |
| -0.0356 | -0.85 | |
| -0.0019 | -0.05 | |
| -0.0211 | -0.39 |
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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