Rio Tinto PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.19% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 1.08 | |
| 0.0517 | 3.77 | |
| 0.9887 | 203.27 | |
| -0.0438 | -5.12 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts