T Rowe Price Group Inc AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
18.42%
decreased by 0.56%
1 Week
19.03%
increased by 0.05%
1 Month
21.18%
increased by 2.20%
Analysis last updated: Friday, June 12, 2026 at 11:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 7.97 | |
| 0.0729 | 55.80 | |
| 0.9178 | 691.11 | |
| 0.6846 | 20.86 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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