Rio Tinto Group MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.80% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0272 | 13.56 | |
| 0.8842 | 178.84 | |
| 0.0640 | 18.88 | |
| 0.0249 | 4.14 | |
| 0.0402 | 5.28 | |
| 0.9552 | 112.85 |
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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