Rio Tinto PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.42% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2961 | 2.23 | |
| 0.0528 | 7.00 | |
| 0.9127 | 70.84 | |
| 0.0494 | 0.54 | |
| 0.0405 | 0.34 | |
| -0.2162 | -4.78 | |
| 0.2536 | 7.18 | |
| -0.2421 | -6.24 | |
| 0.1659 | 4.15 | |
| -0.0652 | -1.67 | |
| 0.0273 | 0.72 | |
| -0.0450 | -0.90 |
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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