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Rio Tinto PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.92% (+0.80%)
Analysis last updated: Saturday, February 7, 2026 at 12:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rio Tinto PLC SGARCH
paramt-stat
ω0.74005.48
α0.05357.56
β0.918487.41
γ1-0.0611-1.63
γ20.18743.50
γ3-0.2712-7.25
γ40.26516.12
γ5-0.2126-4.00
γ60.12722.55
γ7-0.0356-0.85
γ8-0.0019-0.05
γ9-0.0211-0.39
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts