Rio Tinto Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.36% (+0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9438 | 5.33 | |
| 0.0568 | 6.64 | |
| 0.9064 | 65.96 | |
| -0.0696 | -1.15 | |
| 0.0005 | 0.01 | |
| 0.2524 | 4.13 | |
| -0.3736 | -5.65 | |
| 0.2962 | 4.30 | |
| -0.1448 | -2.61 | |
| 0.0755 | 1.59 | |
| -0.0933 | -2.03 | |
| 0.0931 | 2.77 |
Estimation Period:
Apr 23, 1997 to Feb 6, 2026
Apr 23, 1997 to Feb 6, 2026
News Impact Curve
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