Rio Tinto PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.10% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0683 | 3.27 | |
| 0.0186 | 3.97 | |
| 0.9372 | 328.16 | |
| 0.0579 | 3.23 |
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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