Rio Tinto PLC GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.78% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0766 | 6.31 | |
| 0.0538 | 28.21 | |
| 0.9282 | 290.88 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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