Rio Tinto Group EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.79% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 11.12 | |
| 0.1147 | 34.31 | |
| 0.9910 | 1,501.52 | |
| -0.0380 | -11.51 |
Estimation Period:
Apr 23, 1997 to Feb 13, 2026
Apr 23, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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