T Rowe Price Group Inc GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.00%
increased by 0.11%
1 Week
21.34%
increased by 0.45%
1 Month
22.57%
increased by 1.68%
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 | |
|---|---|---|
| 0.0395 | 20.01 | |
| 0.0659 | 41.78 | |
| 0.9277 | 574.08 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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