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V-Lab

Rio Tinto Group Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.83% (-0.97%)
Analysis last updated: Saturday, February 14, 2026 at 10:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rio Tinto Group SGARCH
paramt-stat
ω0.93445.29
α0.05696.65
β0.906365.96
γ1-0.0729-1.20
γ20.00280.03
γ30.25784.22
γ4-0.3842-5.85
γ50.30854.52
γ6-0.1554-2.81
γ70.08331.72
γ8-0.1001-1.92
γ90.10351.33
Estimation Period:
Apr 23, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts