Rio Tinto Group GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.03% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0502 | 13.01 | |
| 0.0315 | 14.73 | |
| 0.9410 | 591.46 | |
| 0.0394 | 8.11 |
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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