Rio Tinto Group GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.84% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0457 | 16.37 | |
| 0.0537 | 32.57 | |
| 0.9394 | 553.86 |
Estimation Period:
Apr 23, 1997 to Feb 6, 2026
Apr 23, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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