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Rio Tinto Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.36% (+0.97%)
Analysis last updated: Thursday, February 12, 2026 at 08:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rio Tinto Group S0GARCH
paramt-stat
ω0.94385.33
α0.05686.64
β0.906465.96
γ1-0.0696-1.15
γ20.00050.01
γ30.25244.13
γ4-0.3736-5.65
γ50.29624.30
γ6-0.1448-2.61
γ70.07551.59
γ8-0.0933-2.03
γ90.09312.77
Estimation Period:
Apr 23, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts