V-Lab
T Rowe Price Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:27.46% (+1.07%)
Analysis last updated: Thursday, April 25, 2024 at 09:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0312 | 15.80 | |
| 0.0319 | 18.93 | |
| 0.9360 | 638.06 | |
| 0.0587 | 15.21 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024
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