Rio Tinto PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.62% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3139 | 2.20 | |
| 0.0523 | 7.03 | |
| 0.9145 | 73.10 | |
| 0.0573 | 0.62 | |
| 0.0256 | 0.21 | |
| -0.2014 | -4.42 | |
| 0.2375 | 6.64 | |
| -0.2255 | -5.70 | |
| 0.1495 | 3.67 | |
| -0.0478 | -1.23 | |
| 0.0038 | 0.11 | |
| 0.0053 | 0.23 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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