Rio Tinto Group Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.83% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9344 | 5.29 | |
| 0.0569 | 6.65 | |
| 0.9063 | 65.96 | |
| -0.0729 | -1.20 | |
| 0.0028 | 0.03 | |
| 0.2578 | 4.22 | |
| -0.3842 | -5.85 | |
| 0.3085 | 4.52 | |
| -0.1554 | -2.81 | |
| 0.0833 | 1.72 | |
| -0.1001 | -1.92 | |
| 0.1035 | 1.33 |
Estimation Period:
Apr 23, 1997 to Feb 13, 2026
Apr 23, 1997 to Feb 13, 2026
News Impact Curve
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